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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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