Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal

Élisabeth Gassiat

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 1, page 181-205
  • ISSN: 0246-0203

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Gassiat, Élisabeth. "Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal." Annales de l'I.H.P. Probabilités et statistiques 26.1 (1990): 181-205. <http://eudml.org/doc/77370>.

@article{Gassiat1990,
author = {Gassiat, Élisabeth},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {linear fields; semiparametric estimation; deconvolution; noncausal systems; non-Gaussian systems; stationary autoregressive process; multidimensional lattice; robustness},
language = {fre},
number = {1},
pages = {181-205},
publisher = {Gauthier-Villars},
title = {Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal},
url = {http://eudml.org/doc/77370},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Gassiat, Élisabeth
TI - Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 1
SP - 181
EP - 205
LA - fre
KW - linear fields; semiparametric estimation; deconvolution; noncausal systems; non-Gaussian systems; stationary autoregressive process; multidimensional lattice; robustness
UR - http://eudml.org/doc/77370
ER -

References

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  12. [12] Mac-Leish, Invariance Principle for Dependent Variables, Z. Wahrsch., vol. 32, 1975, p. 165-178. 
  13. [13] A. Mokkadem, Sur le mélange d'un processus ARMA vectoriel, C.R. Acad. Sci. Paris, t. 303, série I, 1986, p. 519-521. Zbl0604.62089MR865875
  14. [14] M. Rosenblatt, Stationary Sequences and Random Fields, Birckhauser, Boston, 1985. Zbl0597.62095MR885090
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