Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance-Reference-Cited by-同舟云学术

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Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance

Published:1990-01 Issue:1 Volume:32 Page:161-170
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Gassiat Elisabeth

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference8 articles.

1. Robust identification of a non-minimum phase system: Blind adjustment of a linear equalizer in data communications;Beneviste;IEEE Trans. Automat. Control,1980

2. Notes on an Lp convergence theorem;Chaterjii;Ann. Math. Statist.,1969

3. Gassiat, E. (in press). Estimation semi-paramétrique d'un processus autorégressif stationnaire non nécessairement causal. Ann. Inst. H. Poincaré Probab. Statist.

4. Autoregressive proceses with infinite variance;Hannan;J. Appl. Probab.,1977

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. MODEL SELECTION FOR INFINITE VARIANCE TIME-SERIES;COMMUN STAT THEORY;1995

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