Integral limit theorem for the first reaching the level of the random walk described by the first order ( AR (1)) of the autoreqression process


Creative Commons License

Fərhadova A., Rahimov F., Hashimova T.

The 5th International Conference on Control and Optimization ith İndustrial applications, Book of abstrakts, Baku, Azerbaijan, 27 - 29 August 2015, no.2, pp.417-419, (Full Text)

Qısa məlumat

In the work is proved central limit theorem for the least-squares estimator of the unknown parameter in the generalization autoregressive process of order one (AR(1)).