scientific article

zbMATH Open0765.62086MaRDI QIDQ4031920FDOQ4031920

Jinguan Du, Wenyuan Xu, Yougui Wu

Publication date: 12 May 1993

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

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• NON‐NEGATIVE AUTOREGRESSIVE MODELS
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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)

Cited In (8)

• A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
• ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
• Parameter estimation and diagnostic tests for INMA(1) processes
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• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process

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