近爆炸性自回归序列中参数估计量的渐近性质
Asymptotic Properties for the Parameter Estimator in the Near-Explosive Autoregressive Process

作者: 于明明 , 孟 娇 :南京航空航天大学,南京;

关键词: 自回归序列最小二乘法估计量近爆炸Autoregressive Process Least Squares Estimator Near-Explosive

摘要:
本论文的目的是研究近爆炸性自回归序列中, 当时参数最小二乘估计量的渐近分布。

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

参考文献

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