Second-order continuous-time non-stationary Gaussian autoregression (Q2450913): Difference between revisions
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Revision as of 09:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order continuous-time non-stationary Gaussian autoregression |
scientific article |
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Second-order continuous-time non-stationary Gaussian autoregression (English)
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23 May 2014
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Lyapunov exponent
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maximum likelihood estimation
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asymptotic mixed normality
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non-normal limit distribution
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rate of convergence
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second-order stochastic equation
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