Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order-Reference-Cited by-同舟云学术

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Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order

Published:1991-09-01 Issue:3 Volume:19 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Bhansali R. J.,Papangelou F.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.aos/1176348243

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