Pages that link to "Item:Q2261915"
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The following pages link to Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915):
Displaying 4 items.
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory (Q2325371) (← links)
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
