ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (Q4748989)
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scientific article; zbMATH DE number 3806716
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| English | ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS |
scientific article; zbMATH DE number 3806716 |
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ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (English)
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1983
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asymptotic expansions
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first-order autoregressive process
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Edgeworth approximation
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least square estimator
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serial correlation coefficient
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