# General proof of a limit related to AR(k) model of Statistics

## TL;DR

This paper provides a general proof for a limit related to AR(k) models, extending previous specific cases to a comprehensive formula, which is crucial for computing moments of estimators in autoregressive processes.

## Contribution

It introduces a fully general proof of a limit formula for AR(k) models, building on prior work that handled only low-dimensional cases.

## Key findings

- General formula for limits in AR(k) models
- Extension of previous low-dimensional results
- Foundation for computing moments of estimators

## Abstract

Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several non-trivial limits. This was done by arXiv:1506.03131 for the case of two, three and four dimensions; in this article, we present a proof of a fully general formula, based on an ingenious solution of https://mathoverflow.net/users/4312/fedor-petrov.