Nonstationary autoregressive processes (Corresp.)

DOI10.1109/TIT.1969.1054289MaRDI QIDQ5560062zbMATH OpenOpenAlexFDO

Authors Kenneth S. Miller

Publication date 1969

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

Full work available at URL https://doi.org/10.1109/tit.1969.1054289

zbMATH Keywords

probability theory

Cited in

(3)

• CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY
• Nonstationary Yule-Walker equations
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients

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