Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors (Q2944761)
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scientific article; zbMATH DE number 6479239
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| English | Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors |
scientific article; zbMATH DE number 6479239 |
Statements
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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0.8034154176712036
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0.799588143825531
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0.7818857431411743
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0.7815608978271484
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0.7763153314590454
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