LIMITING DISTRIBUTIONS OF LEAST-SQUARES ESTIMATES OF UNSTABLE AUTOREGRESSIVE PROCESSES

被引：313

作者：

CHAN, NH ^{[1
]}

WEI, CZ ^{[1
]}

机构：

[1] UNIV MARYLAND,DEPT MATH,COLLEGE PK,MD 20742

来源：

ANNALS OF STATISTICS | 1988年 / 16卷 / 01期

关键词：

D O I：

10.1214/aos/1176350711

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：367 / 401

页数：35

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