Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations (Q6053874)
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scientific article; zbMATH DE number 7753674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations |
scientific article; zbMATH DE number 7753674 |
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Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations (English)
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24 October 2023
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autoregressive process
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linear process
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negatively associated innovations
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sample covariance
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weak dependence
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