The uniform autoregressive process of the second order (UAR(2))
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Publication:1613047
DOI10.1016/S0167-7152(02)00053-6zbMath0996.62084MaRDI QIDQ1613047
Biljana Č. Popović, Miroslav M. Ristić
Publication date: 5 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
asymptotic normality; strong consistency; conditional least squares estimation; uniform autoregressive process of second order
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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