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The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

G. B. A. Evans and N. E. Savin

期刊名称The Annals of Statistics
作者G. B. A. Evans and N. E. Savin
卷第9卷
期第5期
印刷ISSN0090-5364
文件大小353.39KB
发表时间1981-09
DOI10.2307/2240626
页码1114-1118

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