Efficient estimation of parameters for non-Gaussian autoregressive processes

Debasis Sengupta, Steven M. Kay. Efficient estimation of parameters for non-Gaussian autoregressive processes. IEEE Transactions on Signal Processing, 37(6):785-794, 1989. [doi]

@article{SenguptaK89,
  title = {Efficient estimation of parameters for non-Gaussian autoregressive processes},
  author = {Debasis Sengupta and Steven M. Kay},
  year = {1989},
  doi = {10.1109/ASSP.1989.28052},
  url = {http://dx.doi.org/10.1109/ASSP.1989.28052},
  researchr = {https://researchr.org/publication/SenguptaK89},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {37},
  number = {6},
  pages = {785-794},
}