scientific article; zbMATH DE number 1159674

MaRDI QIDQ4392041zbMATH OpenFDO

Authors Ming Zheng

Publication date 1997

Mathematics Subject Classification ID

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

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(16)

• The law of iterated logarithm for autoregressive processes
• Rate of convergence in distribution for the least square estimator in an autoregressive model (mixed case)
• Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation
• Decomposition of an autoregressive process into first order processes
• THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
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• THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
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• On the estimation of an autoregressive parameter on the basis of the generalized method of least squares
• Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
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• Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
• Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order

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