On the Strong Approximation of the Distributions of Estimators in Linear Stochastic Models, I and II: Stationary and Explosive AR Models
Work
Year: 1988
Type: article
Abstract: It is shown that in the stationary autoregressive case (Part I [Sections 1-5)] the distributions of least squares estimators and their close relatives such as sample autocovariances and the recently i... more
Source: The Annals of Statistics
Author Pratheepa Jeganathan
Cites:
Cited by: 24
Related to: 10
FWCI: 0.423
Citation percentile (by year/subfield): 81.21
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze