On the asymptotic properties of least-squares estimators in autoregression
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Publication:1136461
DOI10.1214/AOS/1176344896zbMath0427.62067OpenAlexW1969597521MaRDI QIDQ1136461
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344896
consistencyasymptotic normalityleast-squares estimatorsexplanatory variableslinear autoregressive model
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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