DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067)

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scientific article; zbMATH DE number 4003313
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DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
scientific article; zbMATH DE number 4003313

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    DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (English)
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    1987
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    quadratic forms
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    skew circulant matrix
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    conjugate complex unit roots
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    least squares estimates
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    AR(2) model
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    innovations
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    seasonal behaviour
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    asymptotic distribution
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    asymptotic inference
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    Percentage points
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    simulations
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    Monte Carlo study
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    example
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