Formula to evaluate a limit related to AR(k) model of Statistics

Abstract

Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several expressions of the type mentioned in the title of this article. We proceed to derive the corresponding formulas.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…