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Estimating the Density of the Residuals in Autoregressive Models

✍ Scribed by Eckhard Liebscher


Book ID
110283170
Publisher
Springer Netherlands
Year
1999
Tongue
English
Weight
91 KB
Volume
2
Category
Article
ISSN
1387-0874

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The use of autoregressive modelling has acquired great importance in time series analysis and in principle it may also be applicable in the spectral analysis of point processes with similar advantages over the nonparametric approach. Most of the methods used for autoregressive spectral analysis requ