ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES (Q4512731)
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scientific article; zbMATH DE number 1525741
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| English | ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES |
scientific article; zbMATH DE number 1525741 |
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ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES (English)
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2 September 2001
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unstable AR(p) processes
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least-squares estimators
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0.8766728639602661
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0.8704518675804138
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0.8611347079277039
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