Pages that link to "Item:Q1324380"
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The following pages link to The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380):
Displaying 10 items.
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
- A note on maximum likelihood estimation for the complex-valued first- order autoregressive process (Q1113596) (← links)
- Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (Q1126154) (← links)
- Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes (Q1323603) (← links)
- Estimation of the mean of multivariate AR processes (Q1609132) (← links)
- Some properties of the Hellinger transform and its application in classification problems (Q1921212) (← links)
- Discussion on: ``Variance properties of a two-step ARX estimation procedure'' (Q2512300) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS (Q4540609) (← links)
- Moments of AR(k) Parameter Estimators (Q5259165) (← links)
