scientific article; zbMATH DE number 1515764
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Publication:4508127
zbMath1175.62093MaRDI QIDQ4508127
János Kormos, Gyula Pap, T. van der Meer, Martien C. A. Van Zuijlen
Publication date: 11 August 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models ⋮ Nearly unstable AR models with coefficient matrices in Jordan normal form ⋮ Asymptotic properties of nearly unstable multivariate AR processes.
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