An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process
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Publication:1979010
DOI10.1023/A:1022290419411zbMATH Open0953.62091MaRDI QIDQ1979010FDOQ1979010
Authors: Jiří Anděl 
Publication date: 22 May 2000
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/33017
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
Cites Work
- Title not available (Why is that?)
- Estimation for first-order autoregressive processes with positive or bounded innovations
- Infrence for non-negative autoregressive schemes
- On ar(1) processes with exponential white noise
- Title not available (Why is that?)
- Estimation for autoregressive processes with positive innovations
- NON-NEGATIVE AUTOREGRESSIVE PROCESSES
- Nonlinear positive ar(2) processes
- Nonlinear nonnegative ar(1) processes
- ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
- NON‐NEGATIVE AUTOREGRESSIVE MODELS
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