Regression with autoregressive errors-some asymptotic results (Q3823010)
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English | Regression with autoregressive errors-some asymptotic results |
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Regression with autoregressive errors-some asymptotic results (English)
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1989
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asymptotic normality
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autoregressive errors
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asymptotic existence
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uniqueness
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consistency
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maximum likelihood estimators
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likelihood ratio tests
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autocorrelation
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chi-square
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