Asymptotic expansions for the distribution of an estimator in the first- order autoregressive process. (English) Zbl 0511.62031


62E20 Asymptotic distribution theory in statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
Full Text: DOI


[1] Anderson T. W., The Statistical Analysis of Time Series (1971) · Zbl 0225.62108
[2] Daniels H. E., Biometrika 43 pp 169– (1956) · Zbl 0074.14202
[3] DOI: 10.1093/biomet/67.2.335 · Zbl 0436.62021
[4] DOI: 10.2307/2335475
[5] DOI: 10.2307/1911222 · Zbl 0349.62070
[6] DOI: 10.1093/biomet/65.1.91 · Zbl 0371.62047
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.