CONVERGENCE OF LEAST SQUARES ESTIMATES OF AUTOREGRESSIVE PARAMETERS1
- 1 September 1977
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 19 (3) , 226-235
- https://doi.org/10.1111/j.1467-842x.1977.tb01090.x
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Selection of the order of an autoregressive model by Akaike's information criterionBiometrika, 1976
- Consistent Autoregressive Spectral EstimatesThe Annals of Statistics, 1974
- An Asymptotic Result for the Finite Predictor.MATHEMATICA SCANDINAVICA, 1962