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Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method - MaRDI portal

Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (Q2865264)

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scientific article; zbMATH DE number 6234608
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Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method
scientific article; zbMATH DE number 6234608

    Statements

    Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (English)
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    29 November 2013
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    almost-sure central limit theorem
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    asymptotic properties of estimators
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    quadratic strong law
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    weighted LS-estimator
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