Pages that link to "Item:Q1323603"
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The following pages link to Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes (Q1323603):
Displaying 5 items.
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
- Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871) (← links)
- The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- (Q3979225) (← links)