Asymptotic normality of pseudo-LS estimator for partly linear autoregression models

Asymptotic Normality of Parameter Estima

Asymptotic Normality of Parameter Estimators for Some Nearest Neighbour Models

✍ A. Dobek 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 238 KB 👁 1 views

## 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