Gaussian estimation of first order time series models with Bernoulli observations (Q1098210)
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scientific article; zbMATH DE number 4036985
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| English | Gaussian estimation of first order time series models with Bernoulli observations |
scientific article; zbMATH DE number 4036985 |
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Gaussian estimation of first order time series models with Bernoulli observations (English)
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1987
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first order time series models
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autoregression
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moving average
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AR(1) and MA(1) models
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irregularly observations
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integer functions
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log likelihood function
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autocorrelation function
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stationary process
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Bernoulli sampling
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consistency
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asymptotic normality
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Gaussian estimates
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sampling schemes
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0.801630437374115
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0.7924043536186218
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0.7723751068115234
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