Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415): Difference between revisions

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Latest revision as of 13:20, 24 May 2024

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Asymptotic properties of estimators for autoregressive models with errors in variables
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    Asymptotic properties of estimators for autoregressive models with errors in variables (English)
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    9 January 1997
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    errors in variables
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    autoregressive model
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    identifiable parameter
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    strictly stationary sequence
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    consistency properties
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    rates of convergence
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    modified Yule-Walker equations
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