Asymptotic properties of least-squares estimates of Hammerstein-Wiener models (Q3151600)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of least-squares estimates of Hammerstein-Wiener models |
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Asymptotic properties of least-squares estimates of Hammerstein-Wiener models (English)
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16 October 2002
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identification
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consistency
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least squares prediction error estimates
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Hammerstein-Wiener model parameters
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asymptotic normality
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econometrics
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asymptotic covariance matrix
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