Asymptotic properties of dynamic stochastic parameter estimates (III)

Publisher Website

1 December 1974

journal article
Published by Elsevier in Journal of Multivariate Analysis

Vol. 4 (4) , 351-381
https://doi.org/10.1016/0047-259x(74)90019-0

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

Dynamic Stochastic Processes
The Annals of Mathematical Statistics, 1963
Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
The Annals of Mathematical Statistics, 1961
On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
The Annals of Mathematical Statistics, 1959
The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
The Annals of Mathematical Statistics, 1958
On the Statistical Treatment of Linear Stochastic Difference Equations
Econometrica, 1943