Large sample estimation and prediction for explosive growth curve models

DOI10.1080/03610928708829532zbMATH Open0636.62007OpenAlexW2015464261MaRDI QIDQ3776366FDOQ3776366

Pandurang M. Kulkarni

Publication date: 1987

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829532

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zbMATH Keywords

maximum likelihood estimatorsLimit distributions of prediction errorsmultivariate time-series modelsexplosive growth curve modelshypothesis of homogeneity of growth rates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

Cites Work

• Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
• ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS
• Stochastic Growth Curve Analysis
• On asymptotic properties of the maximum likelihood estimates of the general growth curve model

Cited In (3)

• Estimation of parameters of a two-dimensional spatial autoregressive model with regression
• The growth curve model: a review
• Large sample prediction regions with estimated parameters

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