ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (Q4696579): Difference between revisions

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Latest revision as of 17:49, 17 May 2024

scientific article; zbMATH DE number 221006
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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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