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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...

Täydet tiedot

Tallennettuna:
Bibliografiset tiedot
Päätekijät: Breidt, F J, Davis, R A, Lii, K S, Rosenblatt, M
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: 1990
Aiheet:
Linkit:https://ncbi.nlm.nih.gov/pmc/articles/PMC53224/
https://ncbi.nlm.nih.gov/pubmed/11607051
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