scientific article; zbMATH DE number 4048848

MaRDI QIDQ3785765zbMATH OpenFDO

Authors Ping Zhang

Publication date 1985

zbMATH Keywords

autoregressive processBahadur asymptotic efficiencylarge deviation lower bound of consistent estimatorsnormal noiseYule-Walker estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Large deviations for the Yule-Walker estimator of near critical autoregressive processes

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