Asymptotic properties of parameter estimates of generalized autoregression scheme in the unstable case (Q1071423)
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| Language | Label | Description | Also known as |
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| English | Asymptotic properties of parameter estimates of generalized autoregression scheme in the unstable case |
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Asymptotic properties of parameter estimates of generalized autoregression scheme in the unstable case (English)
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1986
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Translation from Probl. Ustojch. Stokhasticheskikh Modelej 1983, 61-71 (Russian) (1983; Zbl 0541.62017).
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generalized autoregression
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non-stable case
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Gaussian process
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maximum likelihood estimator
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strong consistency
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Cauchy distribution
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weak consistency
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