EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q4014607)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 68797
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES |
scientific article; zbMATH DE number 68797 |
Statements
EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (English)
0 references
12 October 1992
0 references
maximum likelihood estimation
0 references
panel data
0 references
large sample properties
0 references
empirical Bayes estimate
0 references
first order autoregressive process
0 references
frequentist
0 references
Large sample properties
0 references
