Parameter Estimation of Standard AR(1) and MA(1) Models Driven by a Non-I.I.D. Noise

Autor:	Violetta Dalla, Liudas Giraitis, Murad S. Taqqu
Rok vydání:	2023
Zdroj:	Research Papers in Statistical Inference for Time Series and Related Models ISBN: 9789819908028
DOI:	10.1007/978-981-99-0803-5_6
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1c32a015303fafb843a40e175b053a01 https://doi.org/10.1007/978-981-99-0803-5_6 Zobrazit plný text záznamu