Estimation of the parameters of linear time series models subject to nonlinear restrictions
type: Item
instance of: scholarly article
title: Estimation of the parameters of linear time series models subject to nonlinear restrictions
zbMATH Open document ID: 0729.62087
author: Neerchal K. Nagaraj
author: Wayne A. Fuller
published in: The Annals of Statistics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4205678
zbMATH Keywords: nonstationary
zbMATH Keywords: Least squares estimators
zbMATH Keywords: linear time series model
zbMATH Keywords: nonlinear restrictions
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176348242
OpenAlex ID: W2077121144
DOI: 10.1214/AOS/1176348242
description: scientific article; zbMATH DE number 4205678