Formula to evaluate a limit related to AR(k) model of Statistics
Yuhao Liu, Jan Vrbik
TL;DR
This paper derives formulas for evaluating limits related to moments of estimators in AR(k) models, aiding statistical analysis of autoregressive processes.
Contribution
It provides explicit formulas for limits involving moments of estimators in AR(k) models, which were previously not well characterized.
Findings
Derived formulas for limits of moments in AR(k) models
Facilitates statistical inference for autoregressive models
Enhances understanding of estimator behavior in AR processes
Abstract
Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several expressions of the type mentioned in the title of this article. We proceed to derive the corresponding formulas.
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Taxonomy
TopicsFuzzy Systems and Optimization · Advanced Statistical Methods and Models