Descriptor
| Algorithms | 1 |
| Analysis of Covariance | 1 |
| Mathematical Models | 1 |
| Matrices | 1 |
| Maximum Likelihood Statistics | 1 |
| Probability | 1 |
| Statistical Analysis | 1 |
| Time | 1 |
| Transformations (Mathematics) | 1 |
Source
| Journal of Multivariate… | 1 |
Author
| Rennie, Robert R. | 1 |
| Villegas, C. | 1 |
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Peer reviewedRennie, Robert R.; Villegas, C. – Journal of Multivariate Analysis, 1976
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
