On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375)
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scientific article; zbMATH DE number 5910135
- On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes
| Language | Label | Description | Also known as |
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| English | On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) |
scientific article; zbMATH DE number 5910135 |
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On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (English)
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On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes (English)
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10 November 2010
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20 June 2011
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autoregressive process
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least squares estimate
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sequential estimation
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asymptotic normality
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