Estimating the generalized autoregression model parameters for unknown noise distribution (Q1956883)

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scientific article; zbMATH DE number 5790884
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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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