On the statistical analysis of quantized Gaussian AR(1) processes (Q3576984)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the statistical analysis of quantized Gaussian AR(1) processes |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the statistical analysis of quantized Gaussian AR(1) processes |
scientific article |
Statements
On the statistical analysis of quantized Gaussian AR(1) processes (English)
0 references
3 August 2010
0 references
system identification
0 references
Gaussian ARMA processes
0 references
quantized observations
0 references
law of large numbers
0 references
log-likelihood function
0 references
maximum likelihood estimators
0 references