Non-Gaussian autoregressive moving average processes.
Lii, K S
Non-Gaussian stationary autoregressive moving average sequences are considered. Under conditions concerning smoothness and positivity of the density function of the independent random variables generating the sequence, asymptotically efficient methods for the estimation of unknown coefficients of the model are described. The main interest is in nonminimum-phase models.
ACESSO AO ARTIGOhttp://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=47523
- Nonminimum phase non-Gaussian autoregressive processes.
- SUBORDINATION OF NON-GAUSSIAN STOCHASTIC PROCESSES*
- Deconvolution of non-Gaussian linear processes with vanishing spectral values
- Evidence for non-gaussian tail in 3-dimensional pion emission source at SPS
- Recent femtoscopy results from NA49: evidence for a non-Gaussian tail in the 3-dimensional two-pion emission source at SPS