{"title":"弱依赖下具有关联创新的线性过程","authors":"Sara Imane Zemoul, Y. Berkoun","doi":"10.1109/ICRAMI52622.2021.9585976","DOIUrl":null,"url":null,"abstract":"We are interested in some asymptotic properties of the least squares estimator of the parameter of an autoregression process of order one (AR(1)) when the innovations are weakly dependent in certain sense. The results are based on some theorems relating to negatively associated (NA) and weakly dependent variables.","PeriodicalId":440750,"journal":{"name":"2021 International Conference on Recent Advances in Mathematics and Informatics (ICRAMI)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2021-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Linear Process With Associated Innovations Under Weak Dependence\",\"authors\":\"Sara Imane Zemoul, Y. Berkoun\",\"doi\":\"10.1109/ICRAMI52622.2021.9585976\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We are interested in some asymptotic properties of the least squares estimator of the parameter of an autoregression process of order one (AR(1)) when the innovations are weakly dependent in certain sense. The results are based on some theorems relating to negatively associated (NA) and weakly dependent variables.\",\"PeriodicalId\":440750,\"journal\":{\"name\":\"2021 International Conference on Recent Advances in Mathematics and Informatics (ICRAMI)\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-09-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2021 International Conference on Recent Advances in Mathematics and Informatics (ICRAMI)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICRAMI52622.2021.9585976\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2021 International Conference on Recent Advances in Mathematics and Informatics (ICRAMI)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICRAMI52622.2021.9585976","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Linear Process With Associated Innovations Under Weak Dependence
We are interested in some asymptotic properties of the least squares estimator of the parameter of an autoregression process of order one (AR(1)) when the innovations are weakly dependent in certain sense. The results are based on some theorems relating to negatively associated (NA) and weakly dependent variables.
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