Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals

Journal of the Italian Statistical Society - Tập 27 Số 3 - Trang 479-490 - 2018
Ruidong Han1, Xinghui Wang1, Shuhe Hu2
1School of Economics, Anhui University, Hefei, People's Republic of China
2School of Mathematical Science, Anhui University, Hefei, People’s Republic of China

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