Strong consistency of the distribution estimator in the nonlinear autoregressive time series.
Fuxia ChengPublished in: J. Multivar. Anal. (2015)
Keyphrases
- autoregressive
- recursive least squares
- moving average
- non stationary
- gaussian markov random field
- random fields
- multivariate time series
- random field models
- least squares
- maximum likelihood
- autoregressive model
- arma model
- maximum likelihood estimator
- spectrum analysis
- sar images
- spatial resolution
- higher order
- probabilistic model
- multiscale