Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order
type: Item
instance of: scholarly article
title: Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order
zbMATH Open document ID: 0729.62082
author: R. J. Bhansali
author: F. Papangelou
published in: The Annals of Statistics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4205675
zbMATH Keywords: time series
zbMATH Keywords: prediction
zbMATH Keywords: uniform integrability
zbMATH Keywords: convergence of moments
zbMATH Keywords: stationary autoregressive process
zbMATH Keywords: least squares
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176348243
OpenAlex ID: W1993102515
DOI: 10.1214/AOS/1176348243
description: scientific article; zbMATH DE number 4205675