Asymptotic distribution of parameter estimators for nonconsecutively observed time series (Q3761465): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/biomet/74.1.115 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2106400542 / rank | |||
Normal rank | |||
Latest revision as of 22:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of parameter estimators for nonconsecutively observed time series |
scientific article |
Statements
Asymptotic distribution of parameter estimators for nonconsecutively observed time series (English)
0 references
1987
0 references
missing data
0 references
asymptotic normality
0 references
maximum likelihood estimator
0 references
autoregressive-moving average models
0 references
nonconsecutively observed data
0 references
Gauss-Newton weighted least-squares estimator
0 references
time spacings
0 references
numerical comparisons
0 references
asymptotic variances
0 references
normal and non-normal distributional assumptions
0 references
