DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928)
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scientific article; zbMATH DE number 2101318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL |
scientific article; zbMATH DE number 2101318 |
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DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (English)
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21 September 2004
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unit root
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saddlepoint approximation
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asymptotic expansion
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