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A superharmonic prior for the autoregressive process of the second-order

✍ Scribed by Fuyuhiko Tanaka; Fumiyasu Komaki


Book ID
111040049
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
129 KB
Volume
29
Category
Article
ISSN
0143-9782

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The uniform autoregressive process of th
✍ Miroslav M. RistiΔ‡; Biljana Č. PopoviΔ‡ πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 97 KB

We introduce a stationary uniform autoregressive process of second order. Spectral density, autocovariance and autocorrelation functions are derived. The unknown parameters of this model are estimated by the conditional least squares.