Propriétés asymptotiques des estimateurs du gradient et du gradient moyennisé pour les modèles autorégressifs stables

DOI10.1016/S0764-4442(97)84601-0zbMATH Open0885.60030MaRDI QIDQ4355288FDOQ4355288

Authors: Mariane Pelletier 

Publication date: 17 September 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

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zbMATH Keywords

strong law of large numberslaw of the iterated logarithmleast squares estimatorstable autoregressive model

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Cited In (1)

• Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method

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