On least squares estimation for nonlinear autoregressive processes

被引：0

作者：

Mangeas, M

Yao, JF

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1997年 / 324卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Assuming the stability of a nonlinear autoregressive process, we give simple conditions ensuring strong consistency, asymptotic normality and a law of the iterated logarithm for the least squares estimator. The last result yields an almost sure identification of the the model using a suitably penalized contrast.

引用

页码：471 / 474

页数：4

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