Autoregressive Process with Measurement Errors | |
Liu, Jixue ; He, Shuyuan | |
2011 | |
关键词 | Asymptotic normality Autoregressive process Measurement error Strong consistency |
英文摘要 | Autoregressive process with measurement errors is studied. Extended Yule-Walker equation is used to obtain the estimator of parameters. Strong consistency and asymptotic normality are proved under some common conditions. Computer simulation is used to show the presentation of estimator.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000287207400007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); EI; 0; ARTICLE; 6; 1041-1048; 40 |
语种 | 英语 |
出处 | SCI ; EI |
出版者 | communications in statistics theory and methods |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/157609] ![]() |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Liu, Jixue,He, Shuyuan. Autoregressive Process with Measurement Errors. 2011-01-01. |
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