Consistency of least squares estimators of AR(2) Model
DOI:
https://doi.org/10.24297/jam.v10i6.1733Abstract
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.
Downloads
Download data is not yet available.
Downloads
Additional Files
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
Issue
Section
Articles
License
All articles published in Journal of Advances in Linguistics are licensed under a Creative Commons Attribution 4.0 International License.