Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors
type: Item
instance of: scholarly article
title: Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors
zbMATH Open document ID: 0891.62010
DOI: 10.1007/BF02400925
published in: Journal of Mathematical Sciences (New York)
publication date: 1997-09-08T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 1058655
zbMATH Keywords: autoregressive AR(1) model
zbMATH Keywords: least squares estimate
zbMATH Keywords: domain of attraction of a stable law
author: Joop Mijnheer
MaRDI profile type: Publication
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cites work: ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES
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description: scientific article; zbMATH DE number 1058655