Large sample estimation in nonstationary autoregressive processes with multiple observations

DOI10.1016/0304-4149(94)00024-7zbMath0814.60028OpenAlexW2026575306MaRDI QIDQ1344957

Sankara N. Sethuraman, Ishwar V. Basawa

Publication date: 13 June 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00024-7

zbMATH Keywords

unstable processnonstationary casesasymptotic distributions of the least-squares estimationsexplosive processnonstandard limit distributions

Mathematics Subject Classification ID

Point estimation (62F10) General second-order stochastic processes (60G12) Limit theorems in probability theory (60F99)

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