V. V. Konev, S. M. Pergamenshchikov, “On the estimation of an autoregressive parameter on the basis of the generalized method of least squares”, Uspekhi Mat. Nauk, 1995, Volume 50, Issue 6(306),Pages <nobr>187

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Uspekhi Mat. Nauk, 1995 Volume 50, Issue 6(306), Pages 187–188 (Mi rm1135)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On the estimation of an autoregressive parameter on the basis of the generalized method of least squares

V. V. Konev, S. M. Pergamenshchikov

Tomsk State University

MSC: 62Jxx, 60G50, 62G05

Accepted: 25.08.1995

Fulltext: PDF file (238 kB)
References

English version: Russian Mathematical Surveys, 1995, 50:6, 1276–1277

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