On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
Normal rank |
Revision as of 00:44, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) |
scientific article |
Statements
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (English)
0 references
10 November 2010
0 references
autoregressive process
0 references
least squares estimate
0 references
sequential estimation
0 references
asymptotic normality
0 references