Estimation of models of autoregressive signal plus white noise
From MaRDI portal
Publication:1222000
DOI10.1214/aos/1176342616zbMath0317.62059MaRDI QIDQ1222000
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342616
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
93E10: Estimation and detection in stochastic control theory
60H99: Stochastic analysis
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