Publication Cover
Statistics
A Journal of Theoretical and Applied Statistics
Volume 21, 1990 - Issue 4
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Original Articles

Nonlinear positive ar(2) processes

Pages 591-600 | Received 01 Sep 1989, Published online: 27 Jun 2007
 

Abstract

Summary. Let etbe a strict white noise such that t %81¨0. Consider a process t given by h1,h2 are nondecreasing positive functions. Let a realization 1i,…, Xn be given. Denote b1, b2 the solution of the linear program max (д1 +д2) under the conditions It is proved that b1 and b2 are strongly consistent estimators for b1 and b2, respectively

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