PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051)
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scientific article; zbMATH DE number 2038218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS |
scientific article; zbMATH DE number 2038218 |
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PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (English)
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4 February 2004
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Partly linear regression model
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Serially correlated errors
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Semiparametric generalized least squares estimator
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Asymptotic normality
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