Estimation of the parameters for unstable AR models (Q1916494): Difference between revisions

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+DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
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+Autocorrelation, autoregression and autoregressive approximation
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Consistency properties of least squares estimates of autoregressive parameters in ARMA models
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