Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes (Q5305485)
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scientific article; zbMATH DE number 5685749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes |
scientific article; zbMATH DE number 5685749 |
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Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes (English)
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22 March 2010
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bias
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restricted maximum likelihood
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unbiased estimating equation
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