Linear Relations in Time Series Models. II.

Rennie, Robert R.; Villegas, C.

Notes FAQ Contact Us

Back to results

Peer reviewed

ERIC Number: EJ142008

Record Type: Journal

Publication Date: 1976

Pages: N/A

Abstractor: N/A

ISBN: N/A

ISSN: N/A

EISSN: N/A

Available Date: N/A

Linear Relations in Time Series Models. II

Rennie, Robert R.; Villegas, C.

Journal of Multivariate Analysis, 6, 1, 46-64, Mar 76

An asymptotic theory is developed for a new time series model introduced in TM 502 289. An algorithm for computing estimates of the parameters of this time series model is given, and it is shown that these estimators are asymptotically efficient in that they have the same asymptotic distribution as the maximum likelihood estimators. (Author/RC)

Descriptors: Algorithms, Analysis of Covariance, Mathematical Models, Matrices, Maximum Likelihood Statistics, Probability, Statistical Analysis, Time, Transformations (Mathematics)

Publication Type: N/A

Education Level: N/A

Audience: N/A

Language: N/A

Sponsor: N/A

Authoring Institution: N/A

Grant or Contract Numbers: N/A

Author Affiliations: N/A