Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters |
scientific article |
Statements
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (English)
0 references
1983
0 references
general autoregressive models
0 references
strong consistency
0 references
least-squares estimates
0 references
characteristic polynomial
0 references
purely explosive models
0 references
non- explosive models
0 references
