Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients

DOI10.1109/TIT.2018.2870373zbMath1432.62314arXiv1706.02492MaRDI QIDQ4611455

Alessio Sancetta

Publication date: 18 January 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.02492

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes