Fuller, Wayne A.; Hasza, David P.; Goebel, J. Jeffery Estimation of the parameters of stochastic difference equations. (English) Zbl 0499.62082 Ann. Stat. 9, 531-543 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 16 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62E20 Asymptotic distribution theory in statistics 62J05 Linear regression; mixed models 62F12 Asymptotic properties of parametric estimators 60H25 Random operators and equations (aspects of stochastic analysis) Keywords:estimation of parameters of stochastic difference equations; time series; autoregressive process × Cite Format Result Cite Review PDF Full Text: DOI