Pages that link to "Item:Q5077480"
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The following pages link to Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480):
Displaying 5 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- High-order Yule--Walker estimation of the parameters of exponentially damped cisoids in noise (Q687340) (← links)
- On inverse-gamma distribution delayed by Poisson process (Q6101732) (← links)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)
- Exploring novel approaches for estimating fractional stochastic processes through practical applications (Q6569190) (← links)