The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model
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Publication:1157854
DOI10.1214/aos/1176345591zbMath0472.62024OpenAlexW2048058512MaRDI QIDQ1157854
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345591
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random operators and equations (aspects of stochastic analysis) (60H25)
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