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The large sample distribution of the roots of the second order autoregressive polynomial - MaRDI portal

The large sample distribution of the roots of the second order autoregressive polynomial (Q4299474)

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scientific article; zbMATH DE number 600068
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The large sample distribution of the roots of the second order autoregressive polynomial
scientific article; zbMATH DE number 600068

    Statements

    The large sample distribution of the roots of the second order autoregressive polynomial (English)
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    4 July 1994
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    confidence region
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    equal roots
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    singular normal
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    unit root
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    characteristic polynomial
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    autoregressive process
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    estimated roots
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    second order autoregressive polynomial
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