PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051): Difference between revisions

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scientific article; zbMATH DE number 2038218
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PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
scientific article; zbMATH DE number 2038218

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    PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (English)
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    4 February 2004
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    Partly linear regression model
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    Serially correlated errors
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    Semiparametric generalized least squares estimator
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    Asymptotic normality
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