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Asymptotic Properties for a Class of Partially Identified Models

✍ Scribed by Arie Beresteanu; Francesca Molinari


Book ID
111052696
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
512 KB
Volume
76
Category
Article
ISSN
0012-9682

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For statistical analyses of satellite ozone data. Niu and Tiao introduced a class of space-time regression models which took into account temporal and spatial dependence of the observations. In this paper, asymptotic properties of maximum likelihood estimates of parameters in the models are consider