Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals |
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Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (English)
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11 September 2019
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weighted least squares estimation
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empirical likelihood
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interval estimation
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autoregressive models
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confidence intervals
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