A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209)
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scientific article; zbMATH DE number 4126530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic covariance matrix of the Yule-Walker estimator |
scientific article; zbMATH DE number 4126530 |
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A note on the asymptotic covariance matrix of the Yule-Walker estimator (English)
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1989
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asymptotic covariance matrix of the Yule-Walker estimator of
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autoregressive parameters
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symmetric distribution
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domain of attraction of a stable law
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asymptotic covariance matrix of the Yule-Walker estimator of autoregressive parameters
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