Asymptotic inference for a nonstationary double AR(1) model (Q3631495)
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scientific article; zbMATH DE number 5563393
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| English | Asymptotic inference for a nonstationary double AR(1) model |
scientific article; zbMATH DE number 5563393 |
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Asymptotic inference for a nonstationary double AR(1) model (English)
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10 June 2009
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asymptotic distribution
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double AR(1) model
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maximum likelihood estimator
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0.8752116560935974
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0.8203058242797852
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0.8159360289573669
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