Maximum likelihood estimation for noncausal autoregressive processes (Q923568): Difference between revisions

From MaRDI portal
Changed an Item
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: pchip / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimates for autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3702408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On adaptive estimation in stationary ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3672893 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3730889 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0047-259x(91)90056-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2090702019 / rank
 
Normal rank

Latest revision as of 10:31, 30 July 2024

scientific article
Language Label Description Also known as
English
Maximum likelihood estimation for noncausal autoregressive processes
scientific article

    Statements

    Maximum likelihood estimation for noncausal autoregressive processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    1991
    0 references
    asymptotic normality
    0 references
    nonminimum phase
    0 references
    maximum likelihood procedure
    0 references
    noncausal autoregressive processes
    0 references
    i.i.d. non-Gaussian noise
    0 references
    simulation study
    0 references
    AR(2) processes
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references