On the statistical inference of a machine-generated autoregressive AR(1) model

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 60, Issue 4, 1998, Pages 781-798

  Stockis, Jean Pierre ^a   Tong, Howell ^a,b  

^a UNIVERSITY OF KENT   (United Kingdom)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Absolute regularity; Autoregressive models; Bernoulli shift; Central limit theorem; Chaotic maps; Mixing; Pseudorandom numbers; U statistics; Yule Walker estimators

Indexed keywords

EID: 0008754390     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00154     Document Type: Article

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