Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables

DOI10.1080/17442509108833729zbMath0745.60029OpenAlexW2019267897MaRDI QIDQ3986625

Mohamed Boutahar

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833729

zbMATH Keywords

Brownian motionlimiting distribution of least squares estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10)

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