Estimation of models of autoregressive signal plus white noise
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Publication:1222000
DOI10.1214/aos/1176342616zbMath0317.62059OpenAlexW1975674524MaRDI QIDQ1222000
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342616
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Stochastic analysis (60H99)
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