On the asymptotic normality of estimates in the nearly non-stationary AR(1) models

DOI10.1007/BF02986860zbMath0897.60026MaRDI QIDQ1381645

Alfredas Račkauskas, Kęstutis Kubilius

Publication date: 1 April 1998

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02986860

zbMATH Keywords

moment conditions; AR(1) processes; classes of noises; rate of normal approximation

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

Cites Work

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