ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (Q4748989)
From MaRDI portal
scientific article; zbMATH DE number 3806716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS |
scientific article; zbMATH DE number 3806716 |
Statements
ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (English)
0 references
1983
0 references
asymptotic expansions
0 references
first-order autoregressive process
0 references
Edgeworth approximation
0 references
least square estimator
0 references
serial correlation coefficient
0 references
0 references
