Nonminimum phase non-Gaussian autoregressive processes.
AUTOR(ES)
Breidt, F J
RESUMO
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.
ACESSO AO ARTIGO
http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=53224Documentos Relacionados
- Non-Gaussian autoregressive moving average 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
