Wird geladen...

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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Breidt, F J, Davis, R A, Lii, K S, Rosenblatt, M
Format: Artigo
Sprache:Inglês
Veröffentlicht: 1990
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC53224/
https://ncbi.nlm.nih.gov/pubmed/11607051
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!