Nonminimum phase non-Gaussian autoregressive processes.
Proceedings of the National Academy of Sciences, 1990•National Acad Sciences
The structure of non-Gaussian autoregressive schemes is described. Asymptotically efficient
methods for the estimation of the coefficients of the models are described under appropriate
conditions, some of which relate to smoothness and positivity of the density function f of the
independent random variables generating the process. The principal interest is in
nonminimum phase models.
methods for the estimation of the coefficients of the models are described under appropriate
conditions, some of which relate to smoothness and positivity of the density function f of the
independent random variables generating the process. The principal interest is in
nonminimum phase models.
The structure of non-Gaussian autoregressive schemes is described. Asymptotically efficient methods for the estimation of the coefficients of the models are described under appropriate conditions, some of which relate to smoothness and positivity of the density function f of the independent random variables generating the process. The principal interest is in nonminimum phase models.
National Acad Sciences
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