Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610)
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scientific article; zbMATH DE number 6584840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance |
scientific article; zbMATH DE number 6584840 |
Statements
Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (English)
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25 May 2016
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AR(1) model
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change point
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domain of attraction of the normal law
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least squares estimator
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limiting distribution
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