Add to ORKGRoy, Anindya, "Estimation for autoregressive processes " (1999). Retrospective Theses and Dissertations. Paper 12161
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor ...
Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor ...
This paper published in "Mathematical Programming" 67 (1994), 109-119, Iteration Homogeneous and Sel...
A univariate autoregressive process of order p with deterministic mean function and a root close to ...
SIGLETIB: RN 6363 (1986,1) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Information...
A new method of autoregressive parameter estimation is presented. The technique is a closer approxim...
A new method of autoregressive parameter estimation is presented. The technique is a closer approxim...
A new method of autoregressive parameter estimation is presented. The technique is a closer approxim...
Assuming that the errors of an autoregressive process form a sequence of martingale differences, the...
www.elsevier.com/locate/econbase Nonlinear instrumental variable estimation of an autoregressio
A new estimator, AIC;, of the Kullback-Leibler information is proposed for Gaussian autoregressive t...
The class of autoregressive (AR) processes is extensively used to model temporal dependence in obser...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor ...
Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor ...
This paper published in "Mathematical Programming" 67 (1994), 109-119, Iteration Homogeneous and Sel...
A univariate autoregressive process of order p with deterministic mean function and a root close to ...
SIGLETIB: RN 6363 (1986,1) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Information...
A new method of autoregressive parameter estimation is presented. The technique is a closer approxim...
A new method of autoregressive parameter estimation is presented. The technique is a closer approxim...
A new method of autoregressive parameter estimation is presented. The technique is a closer approxim...
Assuming that the errors of an autoregressive process form a sequence of martingale differences, the...
www.elsevier.com/locate/econbase Nonlinear instrumental variable estimation of an autoregressio
A new estimator, AIC;, of the Kullback-Leibler information is proposed for Gaussian autoregressive t...
The class of autoregressive (AR) processes is extensively used to model temporal dependence in obser...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...
The exact statistics of the estimated reflection coefficients for an autoregressive process are diff...