Large sample estimation and prediction for explosive growth curve models
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Publication:3776366
DOI10.1080/03610928708829532zbMath0636.62007MaRDI QIDQ3776366
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
maximum likelihood estimators; Limit distributions of prediction errors; multivariate time-series models; explosive growth curve models; hypothesis of homogeneity of growth rates
62F12: Asymptotic properties of parametric estimators
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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