PM  >> Vol. 4 No. 6 (November 2014)

    Asymptotic Properties for the Parameter Estimator in the Near-Explosive Autoregressive Process

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于明明,孟 娇:南京航空航天大学,南京

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


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。

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.

于明明, 孟娇. 近爆炸性自回归序列中参数估计量的渐近性质[J]. 理论数学, 2014, 4(6): 261-267.


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