Asymptotic distribution of maximum likelihood estimators in linear models with autoregressive disturbances
By: Clifford Hildreth.
Series: Memorandum -- RM-5059-PR; Research memorandum (Rand Corporation) -- RM-5059-PR..
Publisher: Rand Corporation
Published: 1966
Place of publication: Santa Monica, Calif
Language: eng
Number of pages: 21
Subjects: Linear models (Statistics); Autoregression (Statistics); Time-series analysis.
Notes: Bibliography: p. 21.