Variance bounds for estimators in autoregressive models with constraints (Q5299492): Difference between revisions
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Revision as of 19:41, 5 March 2024
scientific article; zbMATH DE number 6181156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance bounds for estimators in autoregressive models with constraints |
scientific article; zbMATH DE number 6181156 |
Statements
Variance bounds for estimators in autoregressive models with constraints (English)
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25 June 2013
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constrained autoregression
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martingale estimating equation
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M-estimator
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Cramér-Rao bound
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convolution theorem
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efficient score function
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information matrix
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Newton-Raphson improvement
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