On a distributional bound arising in autoregressive model fitting (Q4305643)

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scientific article; zbMATH DE number 639159
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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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