Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors |
scientific article |
Statements
Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (English)
0 references
8 September 1997
0 references
autoregressive AR(1) model
0 references
least squares estimate
0 references
domain of attraction of a stable law
0 references
0 references
0 references
0 references
