On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model (Q3203885)
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scientific article; zbMATH DE number 4180603
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| English | On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model |
scientific article; zbMATH DE number 4180603 |
Statements
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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0.834999680519104
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0.819013774394989
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