scientific article; zbMATH DE number 4066039

zbMATH Open0653.60032MaRDI QIDQ3799415FDOQ3799415

Authors: Abderrahmen Touati 

Publication date: 1988

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zbMATH Keywords

characteristic polynomialautoregressive processleast squares estimates

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cited In (5)

• On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model
• Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
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