Estimation for Autoregressive Processes with Positive Innovations
Collections
Author
Resnick, S.
Feigin, P. D.
Abstract
This paper published in "Mathematical Programming" 67 (1994), 109-119, Iteration Homogeneous and Self-dual Linear Programming Algorithm (6/92), "Mathematics of Operations Research" 19 (1994) 53-67
Date Issued
1992-05
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1005
Type
technical report