On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes (Q1366484)
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scientific article; zbMATH DE number 1060003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes |
scientific article; zbMATH DE number 1060003 |
Statements
On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes (English)
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13 November 1997
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autoregressive process
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central limit theorem
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martingale difference array
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Prokhorov distance
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least-squares estimator
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