On a method of estimating parameters in non-negative ARMA models

Jitka Zichová

Kybernetika (1996)

  • Volume: 32, Issue: 4, page 409-424
  • ISSN: 0023-5954

How to cite

top

Zichová, Jitka. "On a method of estimating parameters in non-negative ARMA models." Kybernetika 32.4 (1996): 409-424. <http://eudml.org/doc/27882>.

@article{Zichová1996,
author = {Zichová, Jitka},
journal = {Kybernetika},
keywords = {nonnegative ARMA processes; strong consistency},
language = {eng},
number = {4},
pages = {409-424},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On a method of estimating parameters in non-negative ARMA models},
url = {http://eudml.org/doc/27882},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Zichová, Jitka
TI - On a method of estimating parameters in non-negative ARMA models
JO - Kybernetika
PY - 1996
PB - Institute of Information Theory and Automation AS CR
VL - 32
IS - 4
SP - 409
EP - 424
LA - eng
KW - nonnegative ARMA processes; strong consistency
UR - http://eudml.org/doc/27882
ER -

References

top
  1. J. Anděl, Non-negative autoregressive processes, J. Time Ser. Anal. 10 (1989), 1-11. (1989) MR1001879
  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. (1994) MR1311936
  3. C. B. Bell, E. P. Smith, Inference for non-negative autoregressive schemes, Comm. Statist. Theory Methods 15 (1986), 2267-93. (1986) Zbl0604.62087MR0853011
  4. A. Rényi, Probability Theory, Akadémiai Kiadó, Budapest 1970. (1970) 
  5. J. Štěpán, Probability Theory, Academia, Praha 1987 (in Czech). (1987) 
  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. (1995) 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.