Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations (Q3221185)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations |
scientific article |
Statements
Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations (English)
0 references
1984
0 references
nonstable first order stochastic difference equations
0 references
nonstationary autoregressive model
0 references
normal errors
0 references
distribution of the least squares estimator
0 references
Edgeworth approximation
0 references
