We consider a stationary time series \(\left\{X_{t}\right\}\) given by \(X_{1}=\sum_{k} \psi_{k} Z_{l-k}\), where the driving stream \(\left\{Z_{i}\right\}\) consists of independent and identically distributed random variables with mean zero and finite variance. Under the assumption that the filteri
Sampling distribution for a class of estimators for nonregular linear processes
โ Scribed by Kamal C Chanda
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 389 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0167-7152
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