Estimation for autoregressive processes with positive innovations (Q4021156): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Paul D. Feigin / rank | |||
| Property / author | |||
| Property / author: Sidney I. Resnick / rank | |||
| Property / author | |||
| Property / author: Paul D. Feigin / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Sidney I. Resnick / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2011234115 / rank | |||
Normal rank | |||
Latest revision as of 22:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for autoregressive processes with positive innovations |
scientific article |
Statements
Estimation for autoregressive processes with positive innovations (English)
0 references
17 January 1993
0 references
rate of consistency of estimators
0 references
vector autoregressive processes
0 references
positive innovations
0 references
regularly varying tails
0 references
estimating equations
0 references
weak convergence of point processes
0 references
positive i.i.d. random variables
0 references
stationary AR(2) process
0 references
slowly varying function
0 references
