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On a method of estimating parameters in non-negative ARMA models
Kybernetika, Tome 32 (1996) no. 4, pp. 409-424 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62F12, 62M09, 62M10 
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Zichová, Jitka. On a method of estimating parameters in non-negative ARMA models. Kybernetika, Tome 32 (1996) no. 4, pp. 409-424. http://geodesic.mathdoc.fr/item/KYB_1996_32_4_a6/

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[2] J. Anděl: Non-negative moving-average models. Asymptotic Statistics. In: Proceedings of the Fifth Prague Symposium. Contributions to Statistics, Physica Verlag, Heidelberg 1994, pp. 163-171. | MR

[3] C. B. Bell, E. P. Smith: Inference for non-negative autoregressive schemes. Comm. Statist. Theory Methods 15 (1986), 2267-93. | MR | Zbl

[4] A. Rényi: Probability Theory. Akadémiai Kiadó, Budapest 1970.

[5] J. Štěpán: Probability Theory. Academia, Praha 1987 (in Czech).

[6] J. Zichová: Estimating parameters in non-negative ARMA processes. In: Transactions of the Ninth European Young Statisticians Meeting, Erasmus University, Rotterdam 1995, pp. 49-54.