On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0810.1004 / rank | |||
Normal rank | |||
Revision as of 15:13, 18 April 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
