Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131)
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scientific article; zbMATH DE number 597848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic distribution related to the AR(1) model with dependent errors |
scientific article; zbMATH DE number 597848 |
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Local asymptotic distribution related to the AR(1) model with dependent errors (English)
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16 February 1995
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MA(1) process
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seasonal models
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normalized least squares estimator
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nearly integrated first-order autoregressive model
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dependent errors
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AR(1) process
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MA root
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AR root
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limiting distributions
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characteristic functions
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numerical integration
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approximation
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finite sample distribution
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