| 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:
|
http://hdl.handle.net/10338.dmlcz/124727 |
| . |
| 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. |
| . |
