ESTIMATION OF MOVING AVERAGE REPRESENTATION OF A STATIONARY NONDETERMINISTIC PROCESS

被引：0

作者：

BHANSALI, RJ ^{[1
]}

机构：

[1] UNIV LIVERPOOL,DEPT COMP & STATISTICAL SCI,LIVERPOOL L69 3BX,LANCASHIRE,ENGLAND

来源：

BIOMETRIKA | 1976年 / 63卷 / 02期

关键词：

D O I：

暂无

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：408 / 410

页数：3

共 50 条

[1] ESTIMATION FOR HEAVY TAILED MOVING AVERAGE PROCESS
Ouadjed, Hakim
Mami, Tawfiq Fawzi
[J]. KYBERNETIKA, 2018, 54 (02) : 351 - 362
[2] Minimum distance estimation of locally stationary moving average processes
Ignacia Vicuna, M.
Palma, Wilfredo
Olea, Ricardo
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 140 : 1 - 20
[3] ESTIMATION OF ORDER OF A MOVING-AVERAGE PROCESS
CHOW, JC
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (03) : 386 - &
[4] On the estimation of the marginal density of a moving average process
Saavedra, A
Cao, R
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2000, 28 (04): : 799 - 815
[5] ON THE RATE OF CONVERGENCE OF THE INNOVATION REPRESENTATION OF A MOVING AVERAGE PROCESS
ANSLEY, CF
KOHN, R
[J]. BIOMETRIKA, 1985, 72 (02) : 325 - 330
[6] EXTRAPOLATION AND MOVING AVERAGE REPRESENTATION FOR STATIONARY RANDOM-FIELDS AND BEURLING THEOREM
SOLTANI, AR
[J]. ANNALS OF PROBABILITY, 1984, 12 (01): : 120 - 132
[7] A MOVING AVERAGE REPRESENTATION FOR RANDOM VARIABLES COVARIANCE STATIONARY ON A FINITE TIME INTERVAL
BRILLINGER, DR
[J]. BIOMETRIKA, 1965, 52 : 295 - +
[8] Estimation for the autoregressive moving average process observed with noise
Lee, JH
[J]. JOURNAL OF APPLIED STATISTICS, 1996, 23 (06) : 589 - 599
[9] Optimum Predictor in Stationary First-order Moving Average Process
Saber, Mohammad Mehdi
Khorshidian, Kavoos
[J]. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A-SCIENCE, 2021, 45 (05): : 1757 - 1764
[10] Optimum Predictor in Stationary First-order Moving Average Process
Mohammad Mehdi Saber
Kavoos Khorshidian
[J]. Iranian Journal of Science and Technology, Transactions A: Science, 2021, 45 : 1757 - 1764

← 1 2 3 4 5 →