Estimation for autoregressive processes with positive innovations (Q4021156)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Estimation for autoregressive processes with positive innovations |
scientific article |
Statements
Estimation for autoregressive processes with positive innovations (English)
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17 January 1993
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rate of consistency of estimators
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vector autoregressive processes
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positive innovations
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regularly varying tails
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estimating equations
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weak convergence of point processes
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positive i.i.d. random variables
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stationary AR(2) process
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slowly varying function
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0.8659209609031677
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0.8558187484741211
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0.8513182401657104
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0.8409258127212524
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0.8136120438575745
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