4 papers · 1 filter
General proof of a limit related to AR(k) model of Statistics
Jan Vrbik
Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several non-trivial limits. This was done by arXiv:1506.03…
Asymptotic Distribution of Centralized When Sampling from Cauchy
Veson Lee, Jan Vrbik
Assume that and are independent random variables, each having a Cauchy distribution with a known median. Taking a random independent sample of size of each and ,…
Cumulants of products of Normally distributed random variables
Clarence Kalitsi, Jan Vrbik
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The pu…
Formula to evaluate a limit related to AR(k) model of Statistics
Yuhao Liu, Jan Vrbik
Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several expressions of the type mentioned in the title of…