Autoregression and irregular sampling: filtering.
From MaRDI portal
Recommendations
- Autoregression and irregular sampling: spectral estimation.
- scientific article; zbMATH DE number 1304748
- Sampling Requirements for Stable Autoregressive Estimation
- Estimators in periodically observed autoregressive models.
- Parameter estimation in regression models with autocorrelated errors using irregular data
- Estimation of continuous-time autoregressive model from finely sampled data
- The sampling distributions of the predictor for an autoregressive model under misspecifications
Cited in
(2)
This page was built for publication: Autoregression and irregular sampling: filtering.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1274514)