Estimation of the parameters for unstable AR models (Q1916494)
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scientific article; zbMATH DE number 898217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the parameters for unstable AR models |
scientific article; zbMATH DE number 898217 |
Statements
Estimation of the parameters for unstable AR models (English)
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8 October 1996
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simulation results
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tables
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unstable autoregressive process
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roots
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unit circle
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estimated polynomials
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strong consistency
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0.9077035
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0.9007329
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0.89754903
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0.8972242
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