๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters

โœ Scribed by T.L Lai; C.Z Wei

Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
909 KB
Volume
13
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On the Efficiencies of Several Generaliz
On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model
โœ Hiroshi Kurata ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 102 KB

This paper investigates the efficiencies of several generalized least squares estimators (GLSEs) in terms of the covariance matrix. Two models are analyzed: a seemingly unrelated regression model and a heteroscedastic model. In both models, we define a class of unbiased GLSEs and show that their cov