Rate of convergence in distribution for the least square estimator in an autoregressive model (mixed case)

zbMath0856.60041MaRDI QIDQ1917685

Abderrahmen Touati

Publication date: 17 February 1997

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_2_211_0

zbMATH Keywords

asymptotic behaviourself-regressive

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12)

Related Items (3)

Théorèmes limites avec poids pour les martingales vectorielles ⋮ Large and moderate deviations upper bounds for the Gaussian autoregressive process ⋮ Identification of multitype branching processes

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