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Reducing Bias Without Prejudicing Sign
Hall, Peter; Presnell, Brett; Turlach, Berwin - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 507-518
Persistent link: https://www.econbiz.de/10005616110
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Possible superiority of the conditional MLE over the unconditional MLE
Yanagimoto, Takemi; Anraku, Kazuo - In: Annals of the Institute of Statistical Mathematics 41 (1989) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10005616165
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Variable location and scale kernel density estimation
Jones, M.; McKay, I.; Hu, T. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 521-535
Persistent link: https://www.econbiz.de/10005760179
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Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd - In: Annals of the Institute of Statistical Mathematics 64 (2012) 6, pp. 1089-1119
We obtain necessary and sufficient conditions for the existence of strictly stationary solutions of multivariate ARMA equations with independent and identically distributed driving noise. For general ARMA(p, q) equations these conditions are expressed in terms of the coefficient polynomials of...
Persistent link: https://www.econbiz.de/10011000065