ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (Q4696579): Difference between revisions
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scientific article; zbMATH DE number 221006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER |
scientific article; zbMATH DE number 221006 |
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ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (English)
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29 June 1993
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point processes
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AR(1) process
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linear programming problem
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strong consistency
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exponential distribution
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conditional maximum likelihood estimate
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regular variation of the innovation distribution
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asymptotic limit laws
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moving-average processes
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heavy-tailed innovation distribution
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