Estimating the generalized autoregression model parameters for unknown noise distribution (Q1956883)
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scientific article; zbMATH DE number 5790884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the generalized autoregression model parameters for unknown noise distribution |
scientific article; zbMATH DE number 5790884 |
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Estimating the generalized autoregression model parameters for unknown noise distribution (English)
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24 September 2010
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autoregressive parameters
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nonlinear stable stochastic process
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discrete time
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estimation
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autoregression parameter
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least square estimates
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