scientific article; zbMATH DE number 5230592

MaRDI QIDQ5437992zbMATH OpenFDO

Authors Samir Benaissa, Abderrahmane Yousfate

Publication date 28 January 2008

zbMATH Keywords

almost sure convergenceexponential inequalitieslimiting distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

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Cited in

(3)

• Parametric estimation in autoregressive processes under quasi-associated random errors
• Bernstein--Frechet inequalities for the parameter of the first order autoregressive process
• Bernstein inequality for the parameter of the pth order autoregressive process AR(p)

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