The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380)
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scientific article; zbMATH DE number 571482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of estimates of parameters of multidimensional stationary AR processes |
scientific article; zbMATH DE number 571482 |
Statements
The distribution of estimates of parameters of multidimensional stationary AR processes (English)
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20 July 1994
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Radon-Nikodym derivative
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Ito's formula
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periodical parameters
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complex- valued stationary autoregressive process
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standard complex Wiener process
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Levy's stochastic area process
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normalized maximum likelihood estimates
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multidimensional stationary AR processes
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normal distribution
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