Conditional Least Squares Estimators of the Parameters of the NLAR(p) Time Series Model

  • Kim, Won-Kyung (Department of Mathematics Education, Korea National University of Education)
  • Published : 2000.12.01

Abstract

Conditional least square estimators for the parameters of he NLAR(p) time series models are obtained. it is also shown that these estimators are consistent and asymptotically normal.

References

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