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Statistical analysis of dyadic stationary processes - MaRDI portal

Statistical analysis of dyadic stationary processes (Q916290)

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scientific article; zbMATH DE number 4153749
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English
Statistical analysis of dyadic stationary processes
scientific article; zbMATH DE number 4153749

    Statements

    Statistical analysis of dyadic stationary processes (English)
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    1989
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    strong consistency
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    multiple dyadic stationary process
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    Walsh spectral density matrix
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    quasi-maximum likelihood estimator
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    information criterion
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    consistent order estimate
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    order determination criterion
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    linear restriction
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    likelihood ratio criterion
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