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Latest revision as of 12:21, 5 March 2024

scientific article
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English
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scientific article

    Statements

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    1984
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    consistency
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    asymptotic normality
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    latent variables
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    probit models
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    serial correlations
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    mean zero Gaussian ARMA process
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    autocorrelations
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    moments
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    cumulative probabilities
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    normal distributions
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    linear exponential family
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    pseudo-maximum likelihood estimates
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    implicit relationships
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    pseudo distribution
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    autocorrelation score test
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    first order autoregressive
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    first order moving average
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    pseudo-score tests
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    discretized ARMA model
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    Identifiers

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