Asymptotic inference for a one-dimensional simultaneous autoregressive model

DOI10.1007/s00184-009-0289-5zbMath1216.62137OpenAlexW2054380492MaRDI QIDQ548172

Sándor Baran, Gyula Pap

Publication date: 28 June 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0289-5

zbMATH Keywords

least squares estimatorunit rootsmartingale central limit theoremasymptotically stationary model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

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• Asymptotic inference for unit roots in spatial triangular autoregression
• Estimation for autoregressive processes with unit roots
• Modified Whittle estimation of multilateral models on a lattice
• The Radicals of a Semigroup
• ON STATIONARY PROCESSES IN THE PLANE

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