scientific article; zbMATH DE number 151787

zbMATH Open0765.62086MaRDI QIDQ4031920FDOQ4031920

Authors: Wenyuan Xu, Jinguan Du, Yougui Wu 

Publication date: 12 May 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

ARMAlinear equationsstrong consistency of estimatorsautoregressive moving average parametersgeneral non-negative linear processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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• A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
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• Estimation for non-negative time series with heavy-tail innovations
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process

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