Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821): Difference between revisions
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Revision as of 20:21, 19 March 2024
scientific article; zbMATH DE number 487301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots |
scientific article; zbMATH DE number 487301 |
Statements
Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (English)
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20 November 1994
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phi-mixing error sequence
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least squares estimator
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autoregressive process
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uniformly bounded fourth order moments
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invariance principle
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explosive case
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