Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
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Publication:3885021
DOI10.2307/2287403zbMath0442.62073MaRDI QIDQ3885021
Publication date: 1980
Full work available at URL: https://doi.org/10.2307/2287403
runs; clipping; binary process; hard limiting; axis crossings; normal autoregressive processes; stationary Gaussian autoregressive process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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