Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633)
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English | Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model |
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Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (English)
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15 August 2019
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conditional least squares
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maximum quasi-likelihood
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\(\mathrm{DDRCINAR}(p)\) model
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weighted conditional least squares
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asymptotic distribution
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time series model
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