Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q58145874, #quickstatements; #temporary_batch_1705580861688 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:55, 8 February 2024
scientific article; zbMATH DE number 786106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process |
scientific article; zbMATH DE number 786106 |
Statements
Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (English)
0 references
3 October 1995
0 references
partial Edgeworth expansion
0 references
first order autoregressive process
0 references
maximum likelihood estimators
0 references
convergence of moments
0 references
limiting distribution
0 references
AR(1) process
0 references
first six moments
0 references
