ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (Q4696579)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 221006
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER |
scientific article; zbMATH DE number 221006 |
Statements
ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (English)
0 references
29 June 1993
0 references
point processes
0 references
AR(1) process
0 references
linear programming problem
0 references
strong consistency
0 references
exponential distribution
0 references
conditional maximum likelihood estimate
0 references
regular variation of the innovation distribution
0 references
asymptotic limit laws
0 references
moving-average processes
0 references
heavy-tailed innovation distribution
0 references
0 references
0 references
0.89862955
0 references
0 references
0 references
0.8956995
0 references
