Asymptotic properties of estimators for autoregressive models with errors in variables

Annals of Statistics

Volumn 24, Issue 1, 1996, Pages 423-430

  Chanda, Kamal C ^a  

^a TEXAS TECH UNIVERSITY   (United States)

Author keywords

Error in variable autoregressive model; Identifiable parameter

Indexed keywords

EID: 0030554721     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1033066218     Document Type: Article

References (12)

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