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Title: On a method of estimating parameters in non-negative ARMA models (English)
Author: Zichová, Jitka
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 32
Issue: 4
Year: 1996
Pages: 409-424
Category: math
MSC: 62F12
MSC: 62M09
MSC: 62M10
idZBL: Zbl 0882.62089
idMR: MR1420132
Date available: 2009-09-24T19:03:57Z
Last updated: 2012-06-06
Stable URL:
Reference: [1] J. Anděl: Non-negative autoregressive processes.J. Time Ser. Anal. 10 (1989), 1-11. MR 1001879
Reference: [2] J. Anděl: Non-negative moving-average models.Asymptotic Statistics. In: Proceedings of the Fifth Prague Symposium. Contributions to Statistics, Physica Verlag, Heidelberg 1994, pp. 163-171. MR 1311936
Reference: [3] C. B. Bell, E. P. Smith: Inference for non-negative autoregressive schemes.Comm. Statist. Theory Methods 15 (1986), 2267-93. Zbl 0604.62087, MR 0853011
Reference: [4] A. Rényi: Probability Theory.Akadémiai Kiadó, Budapest 1970.
Reference: [5] J. Štěpán: Probability Theory.Academia, Praha 1987 (in Czech).
Reference: [6] J. Zichová: Estimating parameters in non-negative ARMA processes.In: Transactions of the Ninth European Young Statisticians Meeting, Erasmus University, Rotterdam 1995, pp. 49-54.


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