Parameter estimation and asymptotic properties for a simplified new Laplace AR(1) model (Q3403783)
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scientific article; zbMATH DE number 5670609
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| English | Parameter estimation and asymptotic properties for a simplified new Laplace AR(1) model |
scientific article; zbMATH DE number 5670609 |
Statements
12 February 2010
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conditional least squares
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maximum quasi-likelihood
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strong consistency
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asymptotic normality
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0.8056474328041077
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0.7967357039451599
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0.7933543920516968
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