On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375)
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English | On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) |
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On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (English)
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10 November 2010
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autoregressive process
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least squares estimate
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sequential estimation
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asymptotic normality
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