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The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model - MaRDI portal

The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model (Q1157854)

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scientific article; zbMATH DE number 3740551
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The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model
scientific article; zbMATH DE number 3740551

    Statements

    The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model (English)
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    1981
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    boundary parameter estimator
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    unstable process
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