On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (Q1116582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models |
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On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (English)
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1988
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Strong convergence
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local asymptotic normality
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stationary autoregressive case
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distributions of least squares estimators
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sample autocovariances
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general M-estimators
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Gaussian distributions
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strongly asymptotically shift equivariance
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asymptotic equivariance
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likelihood function
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smoothness of the likelihood
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autoregressive models
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explosive autoregressive model
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