@article{AIHPB_1990__26_1_181_0, author = {Gassiat, \'Elisabeth}, title = {Estimation semi-param\'etrique d'un mod\`ele autor\'egressif stationnaire multiindice non n\'ecessairement causal}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {26}, year = {1990}, pages = {181-205}, mrnumber = {1075444}, zbl = {0719.62100}, language = {fr}, url = {http://dml.mathdoc.fr/item/AIHPB_1990__26_1_181_0} }
Gassiat, Élisabeth. Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal. Annales de l'I.H.P. Probabilités et statistiques, Tome 26 (1990) pp. 181-205. http://gdmltest.u-ga.fr/item/AIHPB_1990__26_1_181_0/
[1] Séries d'observations irrégulières, Masson, 1984. | MR 746133 | Zbl 0546.62060
et ,[2] Robust Identification of a Non Minimum Phase System: Blind Adjustment of a Linear Equalizer in Data Communications, I.E.E.E. Trans. Aut. Cont., vol. A.C. 25, 1980, p. 3. | MR 571748 | Zbl 0439.93055
, et ,[3] Convergence of Probability Measures, Wiley, 1986. | MR 233396 | Zbl 0172.21201
,[4] Time Series Analysis, Forecasting and Control, Holden-day, 1976. | MR 436499 | Zbl 0363.62069
et ,[5] Probabilités et statistiques, t. 2, Masson, 1983. | MR 732786 | Zbl 0535.62004
et ,[6] On Minimum Entropy Deconvolution, Proc. of 2nd Appl. Time Series Symposium, Tulsa, D.F. Findley, 1980, p. 565-608. | Zbl 0481.62075
,[7] Semi-Parametric Estimation of a Stationary Non Necessary Causal AR(p) Process with Infinite Variance, accepté pour publication dans Journal of Multivariate Analysis. | Zbl 0679.62068
,[8] On the Strong Mixing Property for Linear Sequences, Theor. prob. appl., vol. 22, 1977, p. 411-413. | Zbl 0377.60046
,[9] Champs stationnaires sur Z2 : modèles, statistiques et simulations, prepub., Orsay, 1985.
,[10] On Adaptative Estimation in Stationary ARMA Processes, Ann. Stat., vol. 15, 1, 1987, p. 112-133. | MR 885727 | Zbl 0616.62042
,[11] Deconvolution and Estimation of Transfer Function Phase and Coefficients for Non Gaussian Linear Processes, Ann. stat., vol. 10, 4, 1982, p. 1195-1208. | MR 673654 | Zbl 0512.62090
et ,[12] Invariance Principle for Dependent Variables, Z. Wahrsch., vol. 32, 1975, p. 165-178.
,[13] Sur le mélange d'un processus ARMA vectoriel, C.R. Acad. Sci. Paris, t. 303, série I, 1986, p. 519-521. | MR 865875 | Zbl 0604.62089
,[14] Stationary Sequences and Random Fields, Birckhauser, Boston, 1985. | MR 885090 | Zbl 0597.62095
,[15] Efficient Non Parametric Testing and Estimation, Proc. third Berkeley symp. math. stat. prob., vol. 1, University of California press, 1956, p. 187-196. | MR 84921 | Zbl 0074.34801
,[16] Gaussian Estimation in Stationary Time Series, Bull. I.S.I., vol. 39, p. 105- 129. | MR 162345 | Zbl 0116.11403
,[17] Ideal Metrics in Problems of Probability Theory and Mathematical Statistics, Austral. J. Stat., vol. 21, 1979, p. 193-203. | MR 561947 | Zbl 0428.62012
,