Bose, A. ; Dasgupta, Ratan (1994) Speed of convergence of the least-squares estimator in autoregressive models Journal of Statistical Planning and Inference, 38 (3). pp. 371-380. ISSN 0378-3758
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/037837...
Related URL: http://dx.doi.org/10.1016/0378-3758(94)90017-5
Abstract
The Berry-Esseen bound and large deviation type results for least-squares estimator in autoregressive models are derived under appropriate assumptions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Autoregressive Process; Least-squares Estimates; Berry-esseen Bound; Large Deviations |
| ID Code: | 5460 |
| Deposited On: | 18 Oct 2010 10:05 |
| Last Modified: | 20 May 2011 10:59 |
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