Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190)
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scientific article; zbMATH DE number 605309
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| English | Parameter estimation in a stationary autoregressive process with correlated multiple observations |
scientific article; zbMATH DE number 605309 |
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Parameter estimation in a stationary autoregressive process with correlated multiple observations (English)
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12 July 1994
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panel time series
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least-squares estimation
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large sample estimation
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stationary autoregressive process
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multiple observations
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joint autocorrelation function
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autocorrelation function
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stationary \(\text{AR}(p)\) process
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intraclass correlation
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Gaussian maximum likelihood estimators
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limit distributions
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0.7895227670669556
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0.7884745001792908
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0.7857716083526611
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0.7843378186225891
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