On the estimation of an autoregressive parameter on the basis of the generalized method of least squares (Q4891250)
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scientific article; zbMATH DE number 923451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of an autoregressive parameter on the basis of the generalized method of least squares |
scientific article; zbMATH DE number 923451 |
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On the estimation of an autoregressive parameter on the basis of the generalized method of least squares (English)
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15 October 1996
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generalized method of least squares
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noise
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first-order autoregressive process
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uniform asymptotic normality
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