Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors (Q2944761)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors |
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Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors (English)
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8 September 2015
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autoregressive model
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measurement errors
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stationary process
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strong mixing sequences
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least squares estimation
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corrected score estimation
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efficiency comparison
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