NON-NEGATIVE AUTOREGRESSIVE PROCESSES
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Publication:3823687
DOI10.1111/j.1467-9892.1989.tb00011.xzbMath0671.62090OpenAlexW2157268535MaRDI QIDQ3823687
Publication date: 1989
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00011.x
linear programmingleast-squares estimatorsstrongly consistent estimatorstationary autoregressive processpositive variables
Related Items (12)
Limit distributions for linear programming time series estimators ⋮ Bayesian analysis of non-negative ar(2) processes ⋮ A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS ⋮ Nonlinear positive ar(2) processes ⋮ A new class of consistent estimators for stochastic linear regressive models ⋮ A note on the residual empirical process in autoregressive models ⋮ An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Estimation for non-negative time series with heavy-tail innovations ⋮ Unnamed Item
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