Estimates of the parameters in normal autoregressive (AR(p)) processes may be obtained as functions of certain runs and subsequences in the associated clipped 0 - 1 processes. For example, the ...
Continuous-Time Autoregressive Moving Average (CARMA) processes extend the classical discrete-time ARMA framework to continuous time, offering a flexible modelling approach for phenomena where ...
Bias of the least squares estimator of the log of the spectral density of an autoregression attenuates the peaks of the estimator. Under the assumption of an autoregressive generating process of known ...
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