On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2) |
scientific article; zbMATH DE number 5910135
- On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) |
scientific article; zbMATH DE number 5910135 |
|
Statements
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (English)
0 references
On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes (English)
0 references
10 November 2010
0 references
20 June 2011
0 references
autoregressive process
0 references
least squares estimate
0 references
sequential estimation
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
0.9438052773475648
0 references
0.8999055624008179
0 references
0.8841795325279236
0 references
0.8523048162460327
0 references
0.8411350846290588
0 references
