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For: Brouste A, Cai C, Kleptsyna M. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Math Meth Stat 2014. [DOI: 10.3103/s1066530714020021] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
Number Cited by Other Article(s)
1
Chen Y, Li Y, Tian L. Moment estimator for an AR(1) model driven by a long memory Gaussian noise. J Stat Plan Inference 2023. [DOI: 10.1016/j.jspi.2022.06.003] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
2
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2020. [DOI: 10.1007/s11203-020-09217-1] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
3
Varvenne M. Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory. BERNOULLI 2019. [DOI: 10.3150/18-bej1089] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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