Asymptotic inference for a one-dimensional simultaneous autoregressive model (Q548172)
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scientific article; zbMATH DE number 5913970
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| English | Asymptotic inference for a one-dimensional simultaneous autoregressive model |
scientific article; zbMATH DE number 5913970 |
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Asymptotic inference for a one-dimensional simultaneous autoregressive model (English)
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28 June 2011
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asymptotically stationary model
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martingale central limit theorem
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unit roots
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least squares estimator
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0.8442451357841492
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0.8258140087127686
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0.8086660504341125
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0.8009035587310791
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0.7977764010429382
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