A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic covariance matrix of the Yule-Walker estimator |
scientific article |
Statements
A note on the asymptotic covariance matrix of the Yule-Walker estimator (English)
0 references
1989
0 references
asymptotic covariance matrix of the Yule-Walker estimator of
0 references
autoregressive parameters
0 references
symmetric distribution
0 references
domain of attraction of a stable law
0 references
asymptotic covariance matrix of the Yule-Walker estimator of autoregressive parameters
0 references
