scientific article; zbMATH DE number 5220389

MaRDI QIDQ5430680zbMATH OpenFDO

Authors A. P. Yurachkivs'kyj, D. O. Ivanenko

Publication date 16 December 2007

zbMATH Keywords

autoregressionconvergencemartingalestensors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(5)

• First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
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• Asymptotically Optimal Estimator of the Parameter of Semi-Linear Autoregression

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