Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727): Difference between revisions
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Revision as of 02:34, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors |
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Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (English)
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8 September 1997
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autoregressive AR(1) model
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least squares estimate
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domain of attraction of a stable law
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