Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
- 1 December 1984
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 36 (1) , 119-128
- https://doi.org/10.1007/bf02481958
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Approximations for densities of sufficient estimatorsBiometrika, 1980
- Edgeworth and saddlepoint approximations in the first-order noncircular autoregressionBiometrika, 1978
- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference EquationEconometrica, 1977
- An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation SystemJournal of the American Statistical Association, 1974