Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415)
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scientific article; zbMATH DE number 922149
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| English | Asymptotic properties of estimators for autoregressive models with errors in variables |
scientific article; zbMATH DE number 922149 |
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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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0.841412365436554
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0.8396972417831421
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0.8170328140258789
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