Approximation to the finite sample distribution of a sufficient estimator of the coefficient in a non-stationary AR(1) model (Q3535169)
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scientific article; zbMATH DE number 5364098
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| English | Approximation to the finite sample distribution of a sufficient estimator of the coefficient in a non-stationary AR(1) model |
scientific article; zbMATH DE number 5364098 |
Statements
10 November 2008
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asymptotic expansions
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Edgeworth expansions
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0.8113616108894348
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0.7955096364021301
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0.7926380634307861
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0.7904479503631592
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