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

MSC:
62E20 Asymptotic distribution theory in statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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References:
[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
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