Renewal theory results for autoregressive processes

MaRDI QIDQ1366487zbMATH OpenFDO

Authors Alex Dmitrienko, A. A. Veksler

Publication date 10 September 1997

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

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)

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• scientific article; zbMATH DE number 930385

Cited in

(1)

• A method for computing the autocovariance of renewal processes

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