Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q689376 |
||
| Property / author | |||
| Property / author: Kamal C. Chanda / rank | |||
Revision as of 13:30, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of estimators for autoregressive models with errors in variables |
scientific article |
Statements
Asymptotic properties of estimators for autoregressive models with errors in variables (English)
0 references
9 January 1997
0 references
errors in variables
0 references
autoregressive model
0 references
identifiable parameter
0 references
strictly stationary sequence
0 references
consistency properties
0 references
rates of convergence
0 references
modified Yule-Walker equations
0 references
