✦ LIBER ✦

Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations

✍ Scribed by Peter Burridge; Daniela Hristova

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation for first-order autoregressiv

✍ Richard A. Davis; William P. McCormick 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 706 KB

Parameter estimation for first-order bif

✍ Chenhua Zhang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 258 KB

GeneralM-estimates for contaminatedpth-o

✍ Oscar H. Bustos 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 649 KB

Estimation of Mean and Covariance Operat

✍ Herold Dehling; Olimjon SH. Sharipov 📂 Article 📅 2005 🏛 Springer Netherlands 🌐 English ⚖ 125 KB

Asymptotic self-similarity and wavelet e

✍ Stilian Stoev; Murad S. Taqqu 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 446 KB

LEAST SQUARES ESTIMATES AND ORDER DETERM

✍ Dag Tjøstheim; Jostein Paulsen 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 765 KB