Simple consistent estimation of the coefficients of a linear filter-Reference-Cited by-同舟云学术

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Simple consistent estimation of the coefficients of a linear filter

Published:1988-04 Issue:1 Volume:28 Page:47-59
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Brockwell P.J.,Davis R.A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference9 articles.

1. An algorithm for the exact likelihood of a mixed autoregressive-moving average process;Ansley;Biometrika,1979

2. Consistent autoregressive spectral estimates;Berk;Ann. Statist.,1974

3. Linear prediction by autoregressive model fitting in the time domain;Bhansali;Ann. Statist.,1978

4. Convergence of Probability Measures;Billingsley,1968

5. Time Series Analysis, Forecasting and Control;Box,1976

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