Chernoff, Bhattacharyya, Rényi and Sharma-Mittal Divergence Analysis for Gaussian Stationary ARMA Processes
2021 ◽
pp. 487-495
Keyword(s):
1995 ◽
Vol 41
(6)
◽
pp. 1834-1844
◽
1985 ◽
Vol 11
(9)
◽
pp. 943-947
◽
1984 ◽
Vol 30
(2)
◽
pp. 377-380
◽
Keyword(s):
1988 ◽
Vol 20
(4)
◽
pp. 822-835
◽
Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
2003 ◽
Vol 116
(1)
◽
pp. 163-176
◽
1987 ◽
Vol 21
(1)
◽
pp. 1-28
◽
2013 ◽
Vol 43
(3)
◽
pp. 597-614
◽