The efficiency of estimates in stationary autoregressive series

Jiří Anděl

Aplikace matematiky (1970)

  • Volume: 15, Issue: 1, page 18-30
  • ISSN: 0862-7940

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Anděl, Jiří. "The efficiency of estimates in stationary autoregressive series." Aplikace matematiky 15.1 (1970): 18-30. <http://eudml.org/doc/14627>.

@article{Anděl1970,
author = {Anděl, Jiří},
journal = {Aplikace matematiky},
language = {eng},
number = {1},
pages = {18-30},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {The efficiency of estimates in stationary autoregressive series},
url = {http://eudml.org/doc/14627},
volume = {15},
year = {1970},
}

TY - JOUR
AU - Anděl, Jiří
TI - The efficiency of estimates in stationary autoregressive series
JO - Aplikace matematiky
PY - 1970
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 15
IS - 1
SP - 18
EP - 30
LA - eng
UR - http://eudml.org/doc/14627
ER -

References

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  1. U. Grenander M. Rosenblatt, Statistical analysis of stationary time series, New York, 1957. (1957) MR0084975
  2. J. Hájek, On linear statistical problems in stochastic processes, Czech. Math. J. 12 (87), 1962, 404-444. (1962) MR0152090
  3. E. J. Hannan, Анализ временных рядов, Москва 1964. (1964) Zbl0116.11402
  4. T. A. Magness J. В. McGuire, 10.1214/aoms/1177704573, Ann. Math. Stat. 33, 1962, 462-470. (1962) MR0141201DOI10.1214/aoms/1177704573
  5. G. S. Watson, 10.1214/aoms/1177698603, Ann. Math. Stat. 38, 1967, 1679-1699. (1967) Zbl0155.26801MR0219206DOI10.1214/aoms/1177698603

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