Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients

DOI10.1109/TIT.2018.2870373zbMath1432.62314arXiv1706.02492OpenAlexW2963767682WikidataQ129210874 ScholiaQ129210874MaRDI QIDQ4611455

Alessio Sancetta

Publication date: 18 January 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.02492

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (1)

Asymptotic results with estimating equations for time-evolving clustered data

This page was built for publication: Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients