Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method (Q2865264)
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scientific article; zbMATH DE number 6234608
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| English | Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method |
scientific article; zbMATH DE number 6234608 |
Statements
Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (English)
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29 November 2013
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almost-sure central limit theorem
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asymptotic properties of estimators
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quadratic strong law
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weighted LS-estimator
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0.8005550503730774
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0.7961240410804749
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0.7954691648483276
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0.7803959846496582
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