The central limit theorem for the family of the first moments of reaching the level of the random walk, described by the first order autoregression process

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Fərhadova A., Rahimov F., Aliyev S.

The 5th International Conference on Control and Optimization ith İndustrial applications, Book of abstrakts, Baku, Azerbaijan, 27 - 29 August 2015, no.2, pp.414-417

  • Nəşrin Növü: Conference Paper / Full Text
  • Çap olunduğu şəhər: Baku
  • Ölkə: Azerbaijan
  • Səhifə sayı: pp.414-417
  • Adres: Bəli

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)).