Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q317497 |
||
Property / author | |||
Property / author: Marina Kleptsyna / rank | |||
Revision as of 02:30, 13 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise |
scientific article |
Statements
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (English)
0 references
13 March 2015
0 references
autoregressive process
0 references
MLE
0 references
fractional Gaussian noise
0 references