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Asymptotic inference for ar(1) processes with (non-normal) stable errors. III - MaRDI portal

Asymptotic inference for ar(1) processes with (non-normal) stable errors. III (Q4371848)

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scientific article; zbMATH DE number 1106419
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Asymptotic inference for ar(1) processes with (non-normal) stable errors. III
scientific article; zbMATH DE number 1106419

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    Asymptotic inference for ar(1) processes with (non-normal) stable errors. III (English)
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    3 November 1998
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    Ornstein-Uhlenbeck process
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    asymptotic behavior of quadratic forms
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