On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model (Q3203885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model |
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On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model (English)
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1990
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rates of convergence
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central limit theorem
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general autoregressive model
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p-dimensional AR(1) process
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martingale difference
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least squares estimate
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