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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| English | 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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0.8422209620475769
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0.8031545877456665
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0.7915254235267639
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0.7910515666007996
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0.7908926010131836
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