Estimation of the mean of multivariate AR processes (Q1609132)
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scientific article; zbMATH DE number 1781531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the mean of multivariate AR processes |
scientific article; zbMATH DE number 1781531 |
Statements
Estimation of the mean of multivariate AR processes (English)
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15 August 2002
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weak stationarity
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Wiener process
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maximum likelihood estimator
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autoregressive processes
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