Parameter estimation in a stationary autoregressive process with correlated multiple observations
type: Item
instance of: scholarly article
title: Parameter estimation in a stationary autoregressive process with correlated multiple observations
zbMATH Open document ID: 0850.62679
DOI: 10.1016/0378-3758(94)90203-8
author: Sankara N. Sethuraman
author: I. V. Basawa
published in: Journal of Statistical Planning and Inference
publication date: 1994-07-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 605309
zbMATH Keywords: panel time series
zbMATH Keywords: least-squares estimation
zbMATH Keywords: large sample estimation
zbMATH Keywords: stationary autoregressive process
zbMATH Keywords: multiple observations
zbMATH Keywords: joint autocorrelation function
zbMATH Keywords: autocorrelation function
zbMATH Keywords: stationary \(\text{AR}(p)\) process
zbMATH Keywords: intraclass correlation
zbMATH Keywords: Gaussian maximum likelihood estimators
zbMATH Keywords: limit distributions
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)90203-8
OpenAlex ID: W1964325662
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description: scientific article; zbMATH DE number 605309