A Note on the Least Square Estimators of the Parameters of a Second Order Linear Stochastic Difference Equation

DOI10.1177/0008068319670102MaRDI QIDQ5560752zbMATHOpenAlexFDO

Authors K. N. Venkataraman

Publication date 1967

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319670102

zbMATH Keywords

statistics

Cited in

(3)

• Convergence theorems on the least square estimators of the structural parameters of a linear explosive model
• Decomposition of an autoregressive process into first order processes
• Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling

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