scientific article; zbMATH DE number 4066039

MaRDI QIDQ3799415zbMATH OpenFDO

Authors Abderrahmen Touati

Publication date 1988

zbMATH Keywords

characteristic polynomialautoregressive processleast squares estimates

Mathematics Subject Classification ID

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

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(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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