Yule-Walker estimation of a CAR\((p)\) observed at discrete times (Q1863440)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Yule-Walker estimation of a CAR\((p)\) observed at discrete times |
scientific article; zbMATH DE number 1879953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Yule-Walker estimation of a CAR\((p)\) observed at discrete times |
scientific article; zbMATH DE number 1879953 |
Statements
Yule-Walker estimation of a CAR\((p)\) observed at discrete times (English)
0 references
11 March 2003
0 references
continuous autoregressive model of order p
0 references
Gaussian diffusions
0 references
Yule-Walker equation
0 references
biased estimation
0 references
asymptotic normality
0 references
asymptotic efficiency
0 references
