✦ LIBER ✦
Asymptotic Normality of Parameter Estimators for Some Nearest Neighbour Models
✍ Scribed by A. Dobek
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 238 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
✦ Synopsis
Department of Mathematical and
Statistical Methods, Academy of Agriculture, P o z n l Summory For auto-regression models and first and second difierences models it is shown that the REML estimators of unknown parameters are asymptotically normal when the number of observations tends to infinity.