Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals

Ruidong Han, Xinghui Wang, Shuhe Hu. Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals. Statistical Methods and Applications, 27(3):479-490, 2018. [doi]

Authors

Ruidong Han

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Xinghui Wang

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Shuhe Hu

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