On a distributional bound arising in autoregressive model fitting (Q4305643)
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scientific article; zbMATH DE number 639159
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English | On a distributional bound arising in autoregressive model fitting |
scientific article; zbMATH DE number 639159 |
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On a distributional bound arising in autoregressive model fitting (English)
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8 November 1994
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autoregressive model fitting
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large sample size
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moments
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norms
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inverse sample covariance matrices
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uniform boundedness results
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ergodic theorems
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