On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) |
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On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (English)
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23 November 2004
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Autoregressive process
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Least-squares estimator
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Sequential estimation
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Uniform asymptotic normality
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