Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873)
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scientific article; zbMATH DE number 4113795
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| English | Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance |
scientific article; zbMATH DE number 4113795 |
Statements
Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (English)
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1990
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autoregressive model of order p
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non-causal model
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stable process
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stationary AR(p) process
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infinite variance
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causality
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consistent estimates
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speed of convergence
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0.9109945
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0.88942456
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0.8862063
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0.88451684
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0.8841118
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