Nonminimum phase non-Gaussian autoregressive processes.
basic_science · Level V
Where this comes from
- Record sourced from PubMed, PMID 11607051.
- Also identified by PMC identifier 53224.
- No licence information is recorded for this record.
- Because redistribution is not established, this page shows the abstract only. Follow the links below for the full text.
Abstract
The structure of non-Gaussian autoregressive schemes is described. Asymptotically efficient methods for the estimation of the coefficients of the models are described under appropriate conditions, some of which relate to smoothness and positivity of the density function f of the independent random variables generating the process. The principal interest is in nonminimum phase models.