The efficiency of estimates in stationary autoregressive series
Aplikace matematiky (1970)
- Volume: 15, Issue: 1, page 18-30
- ISSN: 0862-7940
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topAnděl, 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
top- U. Grenander M. Rosenblatt, Statistical analysis of stationary time series, New York, 1957. (1957) MR0084975
- J. Hájek, On linear statistical problems in stochastic processes, Czech. Math. J. 12 (87), 1962, 404-444. (1962) MR0152090
- E. J. Hannan, Анализ временных рядов, Москва 1964. (1964) Zbl0116.11402
- T. A. Magness J. В. McGuire, 10.1214/aoms/1177704573, Ann. Math. Stat. 33, 1962, 462-470. (1962) MR0141201DOI10.1214/aoms/1177704573
- G. S. Watson, 10.1214/aoms/1177698603, Ann. Math. Stat. 38, 1967, 1679-1699. (1967) Zbl0155.26801MR0219206DOI10.1214/aoms/1177698603
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