On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375)

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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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