Renewal theory results for autoregressive processes

zbMATH Open0884.62089MaRDI QIDQ1366487FDOQ1366487

A. A. Veksler, Alex Dmitrienko

Publication date: 10 September 1997

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

nuisance parametersecond order approximationBlackwell's renewal theoremstable autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cited In (1)

• A method for computing the autocovariance of renewal processes

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