Nonminimum phase non-Gaussian autoregressive processes. (Q4204972): Difference between revisions

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Latest revision as of 10:23, 29 December 2024

scientific article; zbMATH DE number 4124844
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English
Nonminimum phase non-Gaussian autoregressive processes.
scientific article; zbMATH DE number 4124844

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    Nonminimum phase non-Gaussian autoregressive processes. (English)
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    1990
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    noncausal
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    maximum likelihood
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    asymptotic normality
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    non-Gaussian autoregressive schemes
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    Asymptotically efficient methods
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    smoothness
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    positivity
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    nonminimum phase models
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