Asymptotic distribution of parameter estimators for nonconsecutively observed time series (Q3761465): Difference between revisions
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Latest revision as of 23:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of parameter estimators for nonconsecutively observed time series |
scientific article |
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Asymptotic distribution of parameter estimators for nonconsecutively observed time series (English)
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1987
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missing data
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asymptotic normality
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maximum likelihood estimator
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autoregressive-moving average models
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nonconsecutively observed data
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Gauss-Newton weighted least-squares estimator
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time spacings
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numerical comparisons
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asymptotic variances
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normal and non-normal distributional assumptions
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