scientific article; zbMATH DE number 1051882

MaRDI QIDQ4349900zbMATH OpenFDO

Authors Gyula Pap, Katalin Varga

Publication date 25 August 1997

zbMATH Keywords

regressiontime seriesautocorrelationWiener processmaximum likelihood estimatorAR processesMarkov processes: estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(2)

• Parameter estimation for INAR processes based on high-order statistics
• Multiscale statistical signal processing: identification of a multiscale AR process from a sample of an ordinary signal

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