Pages that link to "Item:Q3359620"
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The following pages link to OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q3359620):
Displaying 11 items.
- On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference (Q521425) (← links)
- The distribution of the maximum of a first order autoregressive process: The continuous case (Q641767) (← links)
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process (Q802264) (← links)
- A note on maximum likelihood estimation for the complex-valued first- order autoregressive process (Q1113596) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- A truncated estimation method with guaranteed accuracy (Q2434139) (← links)
- Guaranteed Estimation of Logarithmic Density Derivative by Dependent Observations (Q2787389) (← links)
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
- Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700) (← links)
- Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors (Q5487365) (← links)
