DISSERTATION
Estimation and prediction for non-Gaussian autoregressive processes
Keywords:
Autoregressive model Estimation STAR model Gaussian Computer science Econometrics Nonlinear autoregressive exogenous model Statistics Autoregressive integrated moving average Artificial intelligence Machine learning Mathematics Time series Engineering Physics
Metrics
0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
48
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Topics
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Process Monitoring
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
Statistical and numerical algorithms
Physical Sciences → Mathematics → Applied Mathematics
Related Documents
JOURNAL ARTICLE
Parameter estimation for non-Gaussian autoregressive processes
Year: 2002 Vol: 5 Pages: 3557-3560
JOURNAL ARTICLE
Statistically/Computationally efficient estimation of non-Gaussian autoregressive processes
Year: 2005 Vol: 12 Pages: 45-48
JOURNAL ARTICLE
Efficient estimation of parameters for non-Gaussian autoregressive processes
Journal: IEEE Transactions on Acoustics Speech and Signal Processing Year: 1989 Vol: 37 (6)Pages: 785-794
JOURNAL ARTICLE
Sequential Parameter Estimation of Time-Varying Non-Gaussian Autoregressive Processes
Petar M. DjurićJayesh H. KotechaEtienne PerretFabien Esteve
Journal: DOAJ (DOAJ: Directory of Open Access Journals) Year: 2002
JOURNAL ARTICLE
Sequential Parameter Estimation of Time-Varying Non-Gaussian Autoregressive Processes
Petar M. DjurićJ.H. KotechaFabien EsteveEtienne Perret
Journal: EURASIP Journal on Advances in Signal Processing Year: 2002 Vol: 2002 (8)