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Exact and limiting distributions in diagonal Pólya processes

✍ Scribed by Srinivasan Balaji; Hosam M. Mahmoud


Book ID
106340762
Publisher
Springer Japan
Year
2006
Tongue
English
Weight
29 KB
Volume
58
Category
Article
ISSN
0020-3157

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On limiting distributions in explosive a
✍ Michael J. Monsour; Piotr W. Mikulski 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 307 KB

The limiting distribution is obtained for the maximum likelihood estimator in the AR(p) process with a random and nonrandom normalization and all characteristic roots outside the unit circle, purely explosive process. Though these results have been in the literature, proofs have been omitted. A deta