Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients
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DOI: 10.1109/tit.2018.2870373
Abstract: We consider stationary autoregressive processes with coefficients restricted to an ellipsoid. These are included in the family of autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the estimation of… read more here.
Keywords: consistency; stationary autoregressive; results stationary; autoregressive processes ... See more keywords