Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821)
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: Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots |
scientific article; zbMATH DE number 487301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots |
scientific article; zbMATH DE number 487301 |
Statements
Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (English)
0 references
20 November 1994
0 references
phi-mixing error sequence
0 references
least squares estimator
0 references
autoregressive process
0 references
uniformly bounded fourth order moments
0 references
invariance principle
0 references
explosive case
0 references
0 references
0 references
0 references
0 references
