Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling (Q6594923)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7903271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling |
scientific article; zbMATH DE number 7903271 |
Statements
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling (English)
0 references
29 August 2024
0 references
autoregressive processes
0 references
least squares estimator
0 references
stable convergence
0 references
mixing convergence
0 references
0 references
0 references
0.7645921111106873
0 references
0.7508964538574219
0 references
0.748092770576477
0 references
