Estimation of parameters of linear stochastic difference equations. (Q1856497)
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scientific article; zbMATH DE number 1865805
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| English | Estimation of parameters of linear stochastic difference equations. |
scientific article; zbMATH DE number 1865805 |
Statements
Estimation of parameters of linear stochastic difference equations. (English)
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10 February 2003
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linear stochastic difference equation
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local asymptotic normality
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maximum likelihood estimator
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asymptotically efficient estimator
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0.8537027835845947
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0.8354597091674805
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0.8353844881057739
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0.8244511485099792
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0.7977815270423889
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