Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
type: Item
instance of: scholarly article
title: Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
zbMATH Open document ID: 0509.62081
DOI: 10.1016/0047-259X(83)90002-7
author: Tze Leung Lai
author: Ching-Zong Wei
published in: Journal of Multivariate Analysis
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 3804712
zbMATH Keywords: general autoregressive models
zbMATH Keywords: strong consistency
zbMATH Keywords: least-squares estimates
zbMATH Keywords: characteristic polynomial
zbMATH Keywords: purely explosive models
zbMATH Keywords: non- explosive models
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3804712