Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727)
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scientific article; zbMATH DE number 1058655
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| English | Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors |
scientific article; zbMATH DE number 1058655 |
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Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (English)
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8 September 1997
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autoregressive AR(1) model
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least squares estimate
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domain of attraction of a stable law
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0.9517245
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0.9448841
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0.9419584
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0.9413124
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