ASYMPTOTIC PROPERTIES OF GENERAL AUTOREGRESSIVE MODELS AND STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES OF THEIR PARAMETERS

被引：100

作者：

LAI, TL ^{[1
]}

WEI, CZ ^{[1
]}

机构：

[1] UNIV MARYLAND,COLLEGE PK,MD 20742

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1983年 / 13卷 / 01期

关键词：

D O I：

10.1016/0047-259X(83)90002-7

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：1 / 23

页数：23

共 18 条

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[4]

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[7] ASYMPTOTIC PROPERTIES OF PROJECTIONS WITH APPLICATIONS TO STOCHASTIC REGRESSION PROBLEMS [J].

LAI, TL ;

WEI, CZ .

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[8] LEAST-SQUARES ESTIMATES IN STOCHASTIC REGRESSION-MODELS WITH APPLICATIONS TO IDENTIFICATION AND CONTROL OF DYNAMIC-SYSTEMS [J].

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[9]

LAI TL, 1982, NOTE MARTINGALE DIFF

[10]

LAI TL, 1982, ASYMPTOTIC PROPERTIE

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