Nonminimum phase non-Gaussian autoregressive processes.
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 87 1 شماره
صفحات -
تاریخ انتشار 1990