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Maximum quasilikelihood estimation for a simplified NEAR(1) model. - MaRDI portal

Maximum quasilikelihood estimation for a simplified NEAR(1) model. (Q1871216)

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scientific article; zbMATH DE number 1906906
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Maximum quasilikelihood estimation for a simplified NEAR(1) model.
scientific article; zbMATH DE number 1906906

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    Maximum quasilikelihood estimation for a simplified NEAR(1) model. (English)
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    7 May 2003
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    Exponential
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    Autoregressive
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    Conditional least squares
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    Consistency
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    Asymptotic normality
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    SNEAR
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