Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component |
scientific article |
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Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (English)
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1988
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martingale difference sequence
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strong consistency
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autoregressive
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partially explosive
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purely explosive
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asymptotic normality
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