首页   按字顺浏览 期刊浏览 卷期浏览 Note on parameter estimation for general non–linear time series models
Note on parameter estimation for general non–linear time series models

 

作者: Wilfried Loges,  

 

期刊: Statistics  （Taylor Available online 1987）
卷期: Volume 18, issue 4  

页码: 587-590

 

ISSN:0233-1888

 

年代: 1987

 

DOI:10.1080/02331888708802055

 

出版商: Akademie-Verlag

 

关键词: Parameter estimation;strong consistency;non–linear autoregressive processes

 

数据来源: Taylor

 

摘要:

Least squares estimation is shown to be strongly consistent for non–linear autoregressive processes. The use of KRONECKER'S lemma enables us to avoid any assumptions about integrability and stationarity of the underlying time series

 

点击下载:  PDF (2740KB)



返 回