Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190): Difference between revisions

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Latest revision as of 15:54, 22 May 2024

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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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