Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (Q2865264)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method |
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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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