✦ LIBER ✦

DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE

✍ Scribed by Juha Ahtola; George C. Tiao

Book ID: 111039517
Publisher: John Wiley and Sons
Year: 1987
Tongue: English
Weight: 476 KB
Volume: 8
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1987.tb00416.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

THE ASYMPTOTIC PROPERTIES OF THE SAMPLE

THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT

✍ V. A. Samaranayake; David P. Hasza 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 608 KB

On uniform asymptotic normality of seque

On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)

✍ L Galtchouk; V Konev 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 238 KB

A weighted least-squares procedure for e

A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution

✍ Steven G. From 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 357 KB

A basic computer program for evaluating

A basic computer program for evaluating the effect of sample distribution on the least-squares regression slope estimate

✍ Curtis A. Parvin 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 439 KB

Least-squares regression analysis is widely used in analytical method comparison studies even though model assumptions are typically violated. The advantages favoring the use of the least-squares technique, when applicable, are that its theoretical characteristics are thoroughly developed and the ca

Stability conditions for a fixed point o

Stability conditions for a fixed point of point maps in the critical case of a pair of complex conjugate roots on the unit circle

✍ L. Z. Fishman 📂 Article 📅 1992 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 402 KB

On the uniqueness of the solution to a m

On the uniqueness of the solution to a minimum problem for a control process with distributed parameters

✍ G. Pulvirenti; G. Santagati 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 692 KB