Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
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Publication:2261915
DOI10.3103/S1066530714020021zbMath1308.62140arXiv1304.5929MaRDI QIDQ2261915
Alexandre Brouste, Chunhao Cai, Marina Kleptsyna
Publication date: 13 March 2015
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.5929
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62M09: Non-Markovian processes: estimation
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