scientific article; zbMATH DE number 1918631

zbMATH Open1016.62107MaRDI QIDQ4483597FDOQ4483597

Authors: Li Ping Jiang 

Publication date: 27 May 2003

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

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zbMATH Keywords

additive noiseorder estimationAR model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited In (6)

• Identification of autoregressive models in the presence of additive noise
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• Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood
• Performance contours of autoregressive estimates

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