EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q4014607)
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scientific article; zbMATH DE number 68797
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| English | 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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