Pap G.

G. Pap

Information about the author G. Pap will soon be added to the site.
Found 3 papers in total
Estimation of the mean of multivariate AR processes
Estimation of the mean of multivariate AR processes
2002
In this paper, we show that for autoregressive processes the estimators of mean are...
Estimation of the mean of stationary and nonstationary Ornstein–Uhlenbeck processes and sheets
Estimation of the mean of stationary and nonstationary Ornstein–Uhlenbeck processes and sheets
2003
We consider the problem of estimating an unknown parameter m in case one observes in...
Asymptotic properties of nearly unstable multivariate autoregressive processes
Asymptotic properties of nearly unstable multivariate autoregressive processes
1999
Nearly unstable multidimensional autoregressive models are studied where the...
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