Asymptotic distribution of an estimator of the boundary parameter of an unstable process
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Publication:1246958
DOI10.1214/aos/1176344077zbMath0378.62018OpenAlexW2090822538MaRDI QIDQ1246958
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344077
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
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