Estimation of the first-order autoregressive model with contaminated exponential white noise

DOI10.1023/A:1011318515549zbMath1002.62067MaRDI QIDQ1600605

M. Ibazizen, Hocine Fellag

Publication date: 16 June 2002

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (2)

Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model ⋮ Large deviations for Bayesian estimators in first-order autoregressive processes

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