Über die Konsistenz von Parameterschätzfunktionen für ein gemischtes Zeitreihen-Regressionsmodell. (German) Zbl 0122.37105
Keywords:
statisticsReferences:
| [1] | Anderson, T. W.: Notes on stochastic difference equations. Mimeographed notes for a course, New York 1949 (unveröffentl.). |
| [2] | Anderson, T. W.; Rubin, H., The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations, Ann. math. Statistics, 21, 570-582 (1950) · Zbl 0039.36002 |
| [3] | Durbin, J.: The fitting of time series models. Institute of Statistics, Mimeograph series no. 244, Chapel Hill 1959. |
| [4] | Durbin, J., Estimation of parameters in time series regression models, J. Roy. statist. Soc. Ser. B, 22, 139-153 (1960) · Zbl 0100.14601 |
| [5] | Eicker, F., Asymptotic normality and consistency of the least squares estimators for classes of linear regressions, Ann. math. Statistics, 34, 2 (1963) · Zbl 0111.34003 |
| [6] | Grenander, U.; Rosenblatt, M., Statistical analysis of stationary time series (1957), New York: John Wiley, New York · Zbl 0080.12904 |
| [7] | Koopmans, T. C.; Rubin, H.; Leipnik, R. B.; Koopmans, T. C., Measuring the equation systems of dynamic economics, 53-237 (1950), New York: John Wiley, New York |
| [8] | Mann, H. B.; Wald, A., On the statistical treatment of linear stochastic difference equations, Econometrica, 11, 173-220 (1943) · Zbl 0063.03773 |
| [9] | Marcus, M., Basic theorems in matrix theory (1960), Washington C. D.: Superintendent of Documents, Washington C. D. · Zbl 0086.32502 |
| [10] | Moran, P. A., Random processes in economic theory and analysis, Sankhya, 21, 99-126 (1959) · Zbl 0087.34604 |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
