Nalaganje...

Nonminimum phase non-Gaussian autoregressive processes.

The structure of non-Gaussian autoregressive schemes is described. Asymptotically efficient methods for the estimation of the coefficients of the models are described under appropriate conditions, some of which relate to smoothness and positivity of the density function f of the independent random v...

Popoln opis

Shranjeno v:
Bibliografske podrobnosti
Main Authors: Breidt, F J, Davis, R A, Lii, K S, Rosenblatt, M
Format: Artigo
Jezik:Inglês
Izdano: 1990
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC53224/
https://ncbi.nlm.nih.gov/pubmed/11607051
Oznake: Označite
Brez oznak, prvi označite!