Estimation de Yule-Walker d’un CAR(p) observé à temps discret
Souchet, Sandie ; Guyon, Xavier
Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002), p. 1093-1100 / Harvested from Numdam
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Publié le : 2002-01-01
@article{AIHPB_2002__38_6_1093_0,
     author = {Souchet, Sandie and Guyon, Xavier},
     title = {Estimation de Yule-Walker d'un CAR($p$) observ\'e \`a temps discret},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {38},
     year = {2002},
     pages = {1093-1100},
     zbl = {1011.62098},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/AIHPB_2002__38_6_1093_0}
}

Souchet, Sandie; Guyon, Xavier. Estimation de Yule-Walker d’un CAR($p$) observé à temps discret. Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002) pp. 1093-1100. http://gdmltest.u-ga.fr/item/AIHPB_2002__38_6_1093_0/

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