Adaptive Estimation in Noncausal Stationary AR Processes
نویسندگان
چکیده
منابع مشابه
Two dimensional noncausal AR-ARCH model: Stationary conditions, parameter estimation and its application to anomaly detection
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1993
ISSN: 0090-5364
DOI: 10.1214/aos/1176349408