Pages that link to "Item:Q1315968"
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The following pages link to Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (Q1315968):
Displaying 6 items.
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- Inversion of Wiener-Hopf truncated operators and prediction error for continuous time ARMA processes (Q1012786) (← links)
- On Rissanen's predictive stochastic complexity for stationary ARMA processes (Q1338377) (← links)
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case (Q2214233) (← links)
- On the statistical analysis of quantized Gaussian AR(1) processes (Q3576984) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
