Practical estimation from the sum of ar(1) processes

DOI10.1080/03610919808813521zbMath0919.62108OpenAlexW2079236207MaRDI QIDQ4232102

No author found.

Publication date: 17 August 1999

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919808813521

zbMATH Keywords

branching processesunderidentificationsum processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Unique decomposition of low-order time series ⋮ Comparing aggregate and disaggregate forecasts of first order moving average models

Cites Work

• Inference on superimposed subcritical Galton-Watson processes with immigration
• Time series: theory and methods
• Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• Estimation theory for growth and immigration rates in a multiplicative process

This page was built for publication: Practical estimation from the sum of ar(1) processes