Consistency of least squares estimators of AR(2) Model

ahmed ahmed; Sayed El-Sayed; Mohamed Issa

doi:10.24297/jam.v10i6.1733

Consistency of least squares estimators of AR(2) Model

Authors

ahmed ahmed Instite of Statistical Studies and Research , Cairo University
Sayed El-Sayed Institute of Statistical Studies and Research, Cairo University
Mohamed Issa Institute of Statistical Studies and Research, Cairo University

DOI:

https://doi.org/10.24297/jam.v10i6.1733

Abstract

In this paper, ordinary least squares (OLS) method will be used to estimate the parameters of the auto-regressive model without constant of order two. Moreover, the convergence in probability (the consistency property) of the estimates is proved.

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Final Version of the Article

Published

2015-05-20

How to Cite

ahmed, ahmed, El-Sayed, S., & Issa, M. (2015). Consistency of least squares estimators of AR(2) Model. JOURNAL OF ADVANCES IN MATHEMATICS, 10(6), 3562–3566. https://doi.org/10.24297/jam.v10i6.1733