Estimation of the Distribution of Noise in an Autoregression Scheme

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Previous article Next article Estimation of the Distribution of Noise in an Autoregression SchemeM. V. BoldinM. V. Boldinhttps://doi.org/10.1137/1127098PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Patrick Billingsley, Convergence of probability measures, John Wiley & Sons Inc., New York, 1968xii+253 38:1718 0172.21201 Google Scholar[2] L. A. Mugantseva, Testing normality in one-dimensional and multi-dimensional linear regression, Theory Prob. 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V. Boldin17 July 2006 | Theory of Probability & Its Applications, Vol. 34, No. 4AbstractPDF (518 KB)TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATIONJournal of Time Series Analysis, Vol. 8, No. 3 Cross Ref Volume 27, Issue 4| 1983Theory of Probability & Its Applications History Submitted:03 April 1981Published online:17 July 2006 InformationCopyright © 1983 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1127098Article page range:pp. 866-871ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics