On the asymptotic efficiency of estimators in an autoregressive process
- 1 December 1976
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 28 (1) , 35-48
- https://doi.org/10.1007/bf02504729
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On the second order asymptotic efficiencies of estimatorsPublished by Springer Nature ,1976
- On Fisher's Bound for Asymptotic VariancesThe Annals of Mathematical Statistics, 1964
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference EquationsThe Annals of Mathematical Statistics, 1959
- Some probability limit theorems with statistical applicationsMathematical Proceedings of the Cambridge Philosophical Society, 1953
- The central limit theorem for dependent random variablesDuke Mathematical Journal, 1948