ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS (Q4713798)
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scientific article; zbMATH DE number 10793
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| English | ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS |
scientific article; zbMATH DE number 10793 |
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ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS (English)
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25 June 1992
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exponential autoregressive process
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time series models
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\(EAR(p)\) models
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conditional least-squares estimators
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strongly consistent
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asymptotic normality
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small-sample properties
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0.8636590838432312
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0.813759446144104
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