𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Autoregressive parameter estimation from noisy data

✍ Scribed by Wei Xing Zheng


Book ID
111969590
Publisher
IEEE
Year
2000
Tongue
English
Weight
153 KB
Volume
47
Category
Article
ISSN
1057-7130

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Parameter estimation from multiresponse
✍ Warren E. Stewart; Mike Caracotsios; Jan P. SΓΈrensen πŸ“‚ Article πŸ“… 1992 πŸ› American Institute of Chemical Engineers 🌐 English βš– 930 KB
Parameter estimation from transient rate
✍ M. B. Cutlip; C. C. Yang; C. O. Bennett πŸ“‚ Article πŸ“… 1972 πŸ› American Institute of Chemical Engineers 🌐 English βš– 358 KB πŸ‘ 2 views
Estimation of the index parameter for au
✍ Michael R. Allen; Somnath Datta πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 126 KB

In this paper we consider an invertible autoregressive process where the innovations (errors) are i.i.d. satisfying a tail regularity condition. The problem of estimation of the index of regular variation based on a ΓΏnite realization of the time series is addressed. We propose the use of a recently