Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190): Difference between revisions
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English | Parameter estimation in a stationary autoregressive process with correlated multiple observations |
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Parameter estimation in a stationary autoregressive process with correlated multiple observations (English)
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12 July 1994
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panel time series
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least-squares estimation
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large sample estimation
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stationary autoregressive process
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multiple observations
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joint autocorrelation function
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autocorrelation function
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stationary \(\text{AR}(p)\) process
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intraclass correlation
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Gaussian maximum likelihood estimators
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limit distributions
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