Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (Q806874)

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scientific article; zbMATH DE number 4205675
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Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order
scientific article; zbMATH DE number 4205675

    Statements

    Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (English)
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    1991
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    time series
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    prediction
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    uniform integrability
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    convergence of moments
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    stationary autoregressive process
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    least squares
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