Rank-based estimation for all-pass time series models

Annals of Statistics

Volumn 35, Issue 2, 2007, Pages 844-869

  Andrews, Beth ^a   Davis, Richard A ^a,b   Breidt, F Jay ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

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

Author keywords

All pass; Deconvolution; Non Gaussian; Noninvertible moving average; Rank estimation; White noise

Indexed keywords

EID: 36849045852     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001316     Document Type: Article

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