Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131)
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scientific article; zbMATH DE number 4141136
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| English | Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component |
scientific article; zbMATH DE number 4141136 |
Statements
Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (English)
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1988
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martingale difference sequence
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strong consistency
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autoregressive
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partially explosive
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purely explosive
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asymptotic normality
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0.8251749277114868
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0.8198121190071106
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0.816444993019104
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0.8119684457778931
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0.8093345761299133
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