Estimation of the parameters for unstable AR models (Q1916494): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the parameters for unstable AR models |
scientific article |
Statements
Estimation of the parameters for unstable AR models (English)
0 references
8 October 1996
0 references
simulation results
0 references
tables
0 references
unstable autoregressive process
0 references
roots
0 references
unit circle
0 references
estimated polynomials
0 references
strong consistency
0 references
