Asymptotic Properties for the Parameter Estimator in the Near-Explosive Autoregressive Process
Abstract: In this paper, we focus our attention on the following near-explosive autoregressive process: . When and in the near-explosive case, the asymptotic dis-tributions for the least squares estimator of can be obtained.
文章引用: 于明明 , 孟 娇 (2014) 近爆炸性自回归序列中参数估计量的渐近性质。 理论数学， 4， 261-267. doi: 10.12677/PM.2014.46038
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