Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment estimator for an AR(1) model driven by a long memory Gaussian noise |
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Moment estimator for an AR(1) model driven by a long memory Gaussian noise (English)
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28 September 2022
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Gaussian process
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asymptotic normality
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almost sure central limit theorem
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Berry-Esséen bound
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breuer-major theorem
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fourth moment theorem
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