Non-Gaussian autoregressive moving average processes.
收藏PubMed Central1993-10-01 更新2026-05-16 收录
下载链接：
https://pmc.ncbi.nlm.nih.gov/articles/PMC47523/
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资源简介：
Non-Gaussian stationary autoregressive moving average sequences are considered. Under conditions concerning smoothness and positivity of the density function of the independent random variables generating the sequence, asymptotically efficient methods for the estimation of unknown coefficients of the model are described. The main interest is in nonminimum-phase models.
提供机构：
National Academy of Sciences
创建时间：
1993-10-01
