EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q4014607)

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scientific article; zbMATH DE number 68797
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    EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES
    scientific article; zbMATH DE number 68797

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      EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (English)
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      12 October 1992
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      maximum likelihood estimation
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      panel data
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      large sample properties
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      empirical Bayes estimate
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      first order autoregressive process
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      frequentist
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      Large sample properties
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