弱依赖下具有关联创新的线性过程

Sara Imane Zemoul, Y. Berkoun
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引用次数: 0

摘要

研究了一类一阶自回归过程(AR(1))参数的最小二乘估计在某种意义上弱相关时的渐近性质。结果是基于一些有关负相关(NA)和弱相关变量的定理。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Linear Process With Associated Innovations Under Weak Dependence
We are interested in some asymptotic properties of the least squares estimator of the parameter of an autoregression process of order one (AR(1)) when the innovations are weakly dependent in certain sense. The results are based on some theorems relating to negatively associated (NA) and weakly dependent variables.
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