Maximum likelihood estimation for noncausal autoregressive processes (Q923568)
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scientific article; zbMATH DE number 4169903
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum likelihood estimation for noncausal autoregressive processes |
scientific article; zbMATH DE number 4169903 |
Statements
Maximum likelihood estimation for noncausal autoregressive processes (English)
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1991
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asymptotic normality
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nonminimum phase
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maximum likelihood procedure
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noncausal autoregressive processes
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i.i.d. non-Gaussian noise
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simulation study
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AR(2) processes
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0.8545854687690735
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0.8507502675056458
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0.8507502675056458
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