Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415): Difference between revisions
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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 |
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Asymptotic properties of estimators for autoregressive models with errors in variables (English)
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9 January 1997
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errors in variables
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autoregressive model
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identifiable parameter
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strictly stationary sequence
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consistency properties
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rates of convergence
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modified Yule-Walker equations
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