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CONVERGENCE OF LEAST SQUARES ESTIMATES OF AUTOREGRESSIVE PARAMETERS 1
Author(s) -
Shibata Ritei
Publication year - 1977
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1977.tb01090.x
Subject(s) - autoregressive model , convergence (economics) , least squares function approximation , citation , computer science , econometrics , library science , mathematics , statistics , economics , estimator , economic growth