ESTIMATION OF PARAMETERS IN AR(p) MODELS WITH NON-NEGATIVE i.i.d. INNOVATION

DAI JIAN-HUA, XU WEN-YUAN, DU JIN-GUAN, WU YOU-GUI

Acta Mathematicae Applicatae Sinica ›› 1993, Vol. 16 ›› Issue (4) : 508-516.

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Acta Mathematicae Applicatae Sinica ›› 1993, Vol. 16 ›› Issue (4) : 508-516. DOI: 10.12387/C1993061

ESTIMATION OF PARAMETERS IN AR(p) MODELS WITH NON-NEGATIVE i.i.d. INNOVATION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 1993, 16(4): 508-516 https://doi.org/10.12387/C1993061

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