Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Moment estimator for an AR(1) model driven by a long memory Gaussian noise |
scientific article; zbMATH DE number 7594040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment estimator for an AR(1) model driven by a long memory Gaussian noise |
scientific article; zbMATH DE number 7594040 |
Statements
Moment estimator for an AR(1) model driven by a long memory Gaussian noise (English)
0 references
28 September 2022
0 references
Gaussian process
0 references
asymptotic normality
0 references
almost sure central limit theorem
0 references
Berry-Esséen bound
0 references
breuer-major theorem
0 references
fourth moment theorem
0 references
0 references
0 references
0 references
0 references
