Parameter estimation for nearly nonstationary AR(1) processes (Q1324198): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2017724171 / rank | |||
Normal rank | |||
Revision as of 18:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for nearly nonstationary AR(1) processes |
scientific article |
Statements
Parameter estimation for nearly nonstationary AR(1) processes (English)
0 references
12 November 1996
0 references
small-noise nearly nonstationary AR(1) process
0 references
innovations
0 references
functional limit theorem
0 references
asymptotic normality
0 references
