About this document
Autoregressive Processes and Convergence by Kim Pham is a document available to read on EtoBox.
This document contains 5 sections that discuss various statistical concepts related to martingales: 1. An autoregressive process is introduced and properties of the least squares estimator for the unknown parameter are proved, including almost sure convergence and asymptotic normality. 2. A stock market model is defined as another autoregressive process and properties of the least squares estimator for the discount rate are proved, including almost sure convergence and asymptotic normality. 3. A sequenc
- Author
- Kim Pham
- Language
- EN