Maximum likelihood estimation for noncausal autoregressive processes (Q923568): Difference between revisions

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Revision as of 10:55, 21 June 2024

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Maximum likelihood estimation for noncausal autoregressive processes
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    Maximum likelihood estimation for noncausal autoregressive processes (English)
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    1991
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    asymptotic normality
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    nonminimum phase
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    maximum likelihood procedure
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    noncausal autoregressive processes
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    i.i.d. non-Gaussian noise
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    simulation study
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    AR(2) processes
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