Q3816872 (Q3816872): Difference between revisions
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Revision as of 15:08, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1988
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eigenvalue-eigenfunction expansion
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least squares
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stochastic integral
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first-order autoregressive (AR) time series
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nearly nonstationary AR(1) model
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limiting distribution of the least squares estimate
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Ornstein- Uhlenbeck process
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percentiles of the limiting distribution
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infinite series expansion
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