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

DOI10.1016/S0764-4442(97)84601-0MaRDI QIDQ4355288zbMATH OpenFDO

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)

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)

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Cited in

(1)

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

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