On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375): Difference between revisions

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+On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes
@@ description / en / description / en @@
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+scientific article; zbMATH DE number 5910135
@@ Property / DOI @@
-.1016/j.jmva.2010.07.009
@@ Property / DOI: 10.1016/j.jmva.2010.07.009 / rank @@
-Normal rank
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+On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes (English)
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@@ Property / zbMATH Open document ID @@
+.62081
@@ Property / zbMATH Open document ID: 1215.62081 / rank @@
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@@ Property / DOI @@
+.1080/07474946.2011.563701
@@ Property / DOI: 10.1080/07474946.2011.563701 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JMVA.2010.07.009
@@ Property / DOI: 10.1016/J.JMVA.2010.07.009 / rank @@
+Normal rank
@@ Property / published in @@
+Sequential Analysis
@@ Property / published in: Sequential Analysis / rank @@
+Normal rank
@@ Property / publication date @@
+June 2011Timestamp +2011-06-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2011-06-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
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 Before
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@@ Property / publication date: 20 June 2011 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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+5910135
@@ Property / zbMATH DE Number: 5910135 / rank @@
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+W2951873296
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@@ Property / arXiv ID @@
+.1004
@@ Property / arXiv ID: 0810.1004 / rank @@
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@@ Property / cites work @@
+DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
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@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
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+Q5560061
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@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
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+Asymptotic minimax results for stochastic process families with critical points
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+Q3946864
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+Foundations of Modern Probability
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+Fixed accuracy estimation of an autoregressive parameter
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Asymptotic distribution of an estimator of the boundary parameter of an unstable process
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+Q4223074
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
+Normal rank
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+On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\)
+Normal rank
@@ Property / cites work @@
+Sequential estimation of the mean of a first-order stationary autoregressive process
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+Sequential estimation of the autoregressive parameter in a first order autoregressive process
+Normal rank
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+Matrix Iterative Analysis
@@ Property / cites work: Matrix Iterative Analysis / rank @@
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Latest revision as of 01:36, 28 December 2024

scientific article; zbMATH DE number 5910135

On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes

Language	Label	Description	Also known as
English	On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\)	scientific article; zbMATH DE number 5910135	On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes