Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling

DOI10.1007/s00184-023-00936-yzbMATH Open1544.62297MaRDI QIDQ6594923

Gyula Pap, Mátyás Barczy, Fanni K. Nedényi

Publication date: 29 August 2024

Published in: Metrika (Search for Journal in Brave)

zbMATH Keywords

autoregressive processesleast squares estimatorstable convergencemixing convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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