关于用最小二乘法估计对角双线性模型参数的一个注记

A note on the estimation of the parameters of the diagonal bilinear model by the method of least squares

Scandinavian Journal of Statistics · 1989
被引 25
ABS 3

中文导读

证明了任意阶对角双线性模型的最小二乘估计的强相合性,并讨论了模型的拟最小马尔可夫表示以及非线性模型可逆性的新进展。

Abstract

The strong consistency of the least squares estimates for some diagonal bilinear model of arbitrary order is obtained. The quasiminimal Markovian representation of the models is considered and developments on the notion of invertibility in the case of non-linear models are given.

计量经济学时间序列分析非线性模型参数估计