Estimation of the parameters of stochastic difference equations
type: Item
instance of: scholarly article
title: Estimation of the parameters of stochastic difference equations
zbMATH Open document ID: 0499.62082
author: Wayne A. Fuller
author: David P. Hasza
author: J. Jeffery Goebel
published in: The Annals of Statistics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60H25
zbMATH DE Number: 3787901
zbMATH Keywords: estimation of parameters of stochastic difference equations
zbMATH Keywords: time series
zbMATH Keywords: autoregressive process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176345457
OpenAlex ID: W2036395070
DOI: 10.1214/AOS/1176345457
description: scientific article; zbMATH DE number 3787901