The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
type: Item
instance of: scholarly article
title: The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
zbMATH Open document ID: 0963.62017
DOI: 10.1016/S0167-7152(00)00111-5
published in: Statistics \& Probability Letters
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62B05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1546528
zbMATH Keywords: Gaussian AR(1) model
zbMATH Keywords: generalized functions
author: Giovanni Forchini
MaRDI profile type: Publication
cites work: Q5631966
cites work: Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
cites work: Q3747485
cites work: Q3219581
cites work: The exact moments of the least squares estimator for the autoregressive model
cites work: Q5332437
Wikidata QID: Q128127234
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description: scientific article; zbMATH DE number 1546528