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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Journal of Advances in Mathematics

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Published

2015-05-20

Issue

Vol. 10 No. 6 (2015)

Section

Articles

License

Creative Commons License All articles published in Journal of Advances in Linguistics are licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

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