Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (Q806874)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order |
scientific article |
Statements
Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (English)
0 references
1991
0 references
time series
0 references
prediction
0 references
uniform integrability
0 references
convergence of moments
0 references
stationary autoregressive process
0 references
least squares
0 references
