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ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES - MaRDI portal

ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES (Q4512731)

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scientific article; zbMATH DE number 1525741
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ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES
scientific article; zbMATH DE number 1525741

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    ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES (English)
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    2 September 2001
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    unstable AR(p) processes
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    least-squares estimators
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