Estimation of the mean of multivariate AR processes
type: Item
instance of: scholarly article
title: Estimation of the mean of multivariate AR processes
zbMATH Open document ID: 0998.62074
DOI: 10.1016/S0898-1221(01)00315-7
author: R. Smith
publication date: 2002-08-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 1781531
zbMATH Keywords: weak stationarity
zbMATH Keywords: Wiener process
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: autoregressive processes
MaRDI profile type: Publication
cites work: Q3994675
cites work: Q3321154
cites work: Q5509397
cites work: Q5600232
full work available at URL: s0898-1221(01)00315-7
OpenAlex ID: W1967010163
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 1781531