Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721)

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scientific article; zbMATH DE number 7565497
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Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model
scientific article; zbMATH DE number 7565497

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    Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (English)
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    1 August 2022
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    nonlinear time series
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    periodic exponential autoregressive model
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    nonlinear least squares
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    asymptotic normality
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    consistency
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