ON THE STRONG APPROXIMATION OF THE DISTRIBUTIONS OF ESTIMATORS IN LINEAR STOCHASTIC-MODELS, I AND II - STATIONARY AND EXPLOSIVE AR MODELS

被引:19
作者
JEGANATHAN, P
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D O I
10.1214/aos/1176350962
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 ;
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页码:1283 / 1314
页数:32
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