Parametric inference of autoregressive heteroscedastic models with errors in variables (Q2407522)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Parametric inference of autoregressive heteroscedastic models with errors in variables
scientific article

    Statements

    Parametric inference of autoregressive heteroscedastic models with errors in variables (English)
    0 references
    0 references
    0 references
    6 October 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    hidden Markov model
    0 references
    parametric estimation
    0 references
    deconvolution
    0 references
    heteroscedasticity
    0 references
    0 references