EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q4014607): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES |
scientific article |
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EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (English)
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12 October 1992
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maximum likelihood estimation
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panel data
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large sample properties
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empirical Bayes estimate
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first order autoregressive process
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frequentist
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Large sample properties
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