Binomial AR(1) processes: moments, cumulants, and estimation (Q5299493): Difference between revisions

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Latest revision as of 14:33, 6 July 2024

scientific article; zbMATH DE number 6181157
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English
Binomial AR(1) processes: moments, cumulants, and estimation
scientific article; zbMATH DE number 6181157

    Statements

    Binomial AR(1) processes: moments, cumulants, and estimation (English)
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    25 June 2013
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    binomial \(\mathrm{AR}(1)\) model
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    conditional least-squares estimator
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    cumulants
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    moments
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    squared difference estimator
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