Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700)
From MaRDI portal
scientific article; zbMATH DE number 786106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process |
scientific article; zbMATH DE number 786106 |
Statements
Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (English)
0 references
3 October 1995
0 references
partial Edgeworth expansion
0 references
first order autoregressive process
0 references
maximum likelihood estimators
0 references
convergence of moments
0 references
limiting distribution
0 references
AR(1) process
0 references
first six moments
0 references
0 references
0 references
