Recently, the strong consistency and asymptotic distribution for the maximum consecutive pairwise likelihood
estimators (MCPLE) have been established in the linear time series models. In this paper, the weak convergence
of the maximum weighted pairwise likelihood estimator (MWPLE) of the parameters of the AR(1) models is
established by using the concept of
Kazemi, M. R. and Nematollahi, A. R. (2014). On L2 convergence of the maximum weighted pairwise likelihood estimators in the AR(1) models. Iranian Journal of Science, 38(3), 239-241. doi: 10.22099/ijsts.2014.2266
MLA
Kazemi, M. R. , and Nematollahi, A. R. . "On L2 convergence of the maximum weighted pairwise likelihood estimators in the AR(1) models", Iranian Journal of Science, 38, 3, 2014, 239-241. doi: 10.22099/ijsts.2014.2266
HARVARD
Kazemi, M. R., Nematollahi, A. R. (2014). 'On L2 convergence of the maximum weighted pairwise likelihood estimators in the AR(1) models', Iranian Journal of Science, 38(3), pp. 239-241. doi: 10.22099/ijsts.2014.2266
CHICAGO
M. R. Kazemi and A. R. Nematollahi, "On L2 convergence of the maximum weighted pairwise likelihood estimators in the AR(1) models," Iranian Journal of Science, 38 3 (2014): 239-241, doi: 10.22099/ijsts.2014.2266
VANCOUVER
Kazemi, M. R., Nematollahi, A. R. On L2 convergence of the maximum weighted pairwise likelihood estimators in the AR(1) models. Iranian Journal of Science, 2014; 38(3): 239-241. doi: 10.22099/ijsts.2014.2266
)