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]
@article{HanWH18,
title = {Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals},
author = {Ruidong Han and Xinghui Wang and Shuhe Hu},
year = {2018},
doi = {10.1007/s10260-017-0406-y},
url = {https://doi.org/10.1007/s10260-017-0406-y},
researchr = {https://researchr.org/publication/HanWH18},
cites = {0},
citedby = {0},
journal = {Statistical Methods and Applications},
volume = {27},
number = {3},
pages = {479-490},
}