The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of estimates of parameters of multidimensional stationary AR processes |
scientific article |
Statements
The distribution of estimates of parameters of multidimensional stationary AR processes (English)
0 references
20 July 1994
0 references
Radon-Nikodym derivative
0 references
Ito's formula
0 references
periodical parameters
0 references
complex- valued stationary autoregressive process
0 references
standard complex Wiener process
0 references
Levy's stochastic area process
0 references
normalized maximum likelihood estimates
0 references
multidimensional stationary AR processes
0 references
normal distribution
0 references
0 references
