Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic properties of estimators for autoregressive models with errors in variables |
scientific article; zbMATH DE number 922149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of estimators for autoregressive models with errors in variables |
scientific article; zbMATH DE number 922149 |
Statements
Asymptotic properties of estimators for autoregressive models with errors in variables (English)
0 references
9 January 1997
0 references
errors in variables
0 references
autoregressive model
0 references
identifiable parameter
0 references
strictly stationary sequence
0 references
consistency properties
0 references
rates of convergence
0 references
modified Yule-Walker equations
0 references
