Consistent estimating in UAR models

MaRDI QIDQ5299432zbMATH OpenFDO

Authors Miroslav M. Ristić, Biljana Popović

Publication date 25 June 2013

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• On the covariance structure of UAR(2) processes
• The uniform autoregressive process of the second order (UAR(2))
• Uniform convergence of sample second moments of families of time series arrays.

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