Asymptotic normality of error distribution estimator in autoregressive models.
Shipeng WuWenzhi YangHuanshuo LiuMin GaoPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- autoregressive model
- normal distribution
- unbiased estimator
- error estimation
- estimation error
- central limit theorem
- laplace transform
- maximum likelihood estimator
- confidence intervals
- maximum likelihood
- least squares
- probability distribution
- rates of convergence
- autoregressive
- wavelet analysis
- generalization error
- probability density function
- computer vision