Parameter estimation for some time series models without contiguity

Statistics and Probability Letters

Volumn 11, Issue 6, 1991, Pages 515-521

  Davis, Richard A ^a   Rosenblatt, Murray ^b  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Autoregressive processes; contiguity; linear processes

Indexed keywords

EID: 0000663177     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(91)90117-A     Document Type: Article

References (12)

1. Maximum likelihood estimation for noncausal autoregressive processes
2. Estimation for first-order autoregressive processes with positive or bounded innovations
3. Arithmetic properties of Bernoulli convolutions
4. On adaptive estimation in stationary ARMA processes
5. The exponential autoregressive-moving EARMA (p, q) process
6. ARMA modelling with non-Gaussian innovations
7. A sharper form of the inequality for the concentration function
8. Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variance