On Simplified Estimators of Unknown Parameters with Good Asymptotic Properties
- 1 March 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 19 (2) , 347-358
- https://doi.org/10.1137/1119038
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Multiple Time SeriesWiley Series in Probability and Statistics, 1970
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- Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-seriesJournal of the Australian Mathematical Society, 1964
- On Estimation of the Spectral Function of a Stationary Gaussian ProcessTheory of Probability and Its Applications, 1963
- On the Statistical Treatment of Linear Stochastic Difference EquationsEconometrica, 1943