Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428)
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scientific article; zbMATH DE number 834217
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| English | Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors |
scientific article; zbMATH DE number 834217 |
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Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (English)
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6 June 1996
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asymptotic approximations
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characteristic function
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near-integrated models
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nearly stationary models
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Fredholm determinant approach
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near-integrated autoregressive model
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MA(1) process
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AR(1) process
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least-squares estimator
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0.8563305735588074
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0.8563305735588074
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0.8468583822250366
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0.8449103236198425
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0.8034539222717285
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