Pages that link to "Item:Q2194049"
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The following pages link to Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049):
Displaying 3 items.
- An alternative sequential method for the state estimation of a partially observed SETAR(1) process (Q2667617) (← links)
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
