Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations (Q3221185)
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scientific article; zbMATH DE number 3888698
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| English | Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations |
scientific article; zbMATH DE number 3888698 |
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Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations (English)
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1984
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nonstable first order stochastic difference equations
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nonstationary autoregressive model
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normal errors
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distribution of the least squares estimator
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Edgeworth approximation
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0.8269193172454834
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0.811412513256073
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0.7785321474075317
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