Asymtotic Properties Of A Truncated Least Squares Estimate In AR(2) Models
碩士 === 中原大學 === 應用數學研究所 === 83 === This article concern a truncated least squares estimate of AR(2) models under unstable condition.The strong consistency and asymptotic distribution of thistruncated least squares estimate will be divided into nine sectio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1995
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78688281229693946866 |