Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700)
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scientific article; zbMATH DE number 786106
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| English | Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process |
scientific article; zbMATH DE number 786106 |
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Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (English)
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3 October 1995
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partial Edgeworth expansion
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first order autoregressive process
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maximum likelihood estimators
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convergence of moments
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limiting distribution
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AR(1) process
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first six moments
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0.7746482491493225
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0.7713097929954529
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0.7536698579788208
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0.7480419278144836
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0.746889054775238
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