Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Conditional Least Squares Estimators of the Parameters of the NLAR(p) Time Series Model

  • Kim, Won-Kyung (Department of Mathematics Education, Korea National University of Education)
  • Published : 2000.12.01
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Abstract

Conditional least square estimators for the parameters of he NLAR(p) time series models are obtained. it is also shown that these estimators are consistent and asymptotically normal.

Keywords

References

  1. Journal of Time Series Analysis v.9 no.4 On the existence of the stationary and ergodic NEAR(p) model Chan, Kungsik
  2. IEEE Trans. on Information Theory v.IT-31 no.5 A new Laplace second-order autoregressive time series model -NLAR(2) Dewald, L.S.;Lewis, P.A.W.
  3. Journal of the Korean Statistical Scoity v.26 no.4 Existence Condition for the Stationary Ergodic New Laplace Autoregressive Model of Order p. Kim, W.K.;Billard, L.
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