Variance bounds for estimators in autoregressive models with constraints (Q5299492): Difference between revisions

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Latest revision as of 14:33, 6 July 2024

scientific article; zbMATH DE number 6181156
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Variance bounds for estimators in autoregressive models with constraints
scientific article; zbMATH DE number 6181156

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    Variance bounds for estimators in autoregressive models with constraints (English)
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    25 June 2013
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    constrained autoregression
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    martingale estimating equation
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    M-estimator
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    Cramér-Rao bound
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    convolution theorem
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    efficient score function
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    information matrix
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    Newton-Raphson improvement
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