Stability of First-Order Autoregressive Models Case of Small Samples

By Hocine Fellag

This book studies the stability of estimators of autoregressive models in the case of finite samples (nonasymptotic setup). The stability is one of aspects of approaches of robustness proposed by... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3846559016
• ISBN13: 9783846559017
• Release Date: December 2012
• Publisher: LAP Lambert Academic Publishing
• Length: 88 Pages
• Weight: 0.31 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"