On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series (Q3979548)
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scientific article; zbMATH DE number 20143
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| English | On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series |
scientific article; zbMATH DE number 20143 |
Statements
On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series (English)
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26 June 1992
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autoregressive model
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Yule-Walker type estimators
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CAN-estimators
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partially explosive
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roots
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characteristic polynomial
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unit circle
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moving average residuals
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moving average errors
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two-stage estimation procedure
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consistent and asymptotically normal estimators
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simplified linear equations
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Yule-Walker type equations
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0.8118063807487488
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0.8009119629859924
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0.7943060994148254
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0.7693908214569092
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