Formula to evaluate a limit related to AR(k) model of Statistics
Statistics Theory
2015-06-11 v1 Statistics Theory
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.
Keywords
Cite
@article{arxiv.1506.03131,
title = {Formula to evaluate a limit related to AR(k) model of Statistics},
author = {Yuhao Liu and Jan Vrbik},
journal= {arXiv preprint arXiv:1506.03131},
year = {2015}
}