学术探索
学术期刊
新闻热点
数据分析
智能评审

THE CALCULATION OF THE LIMITING DISTRIBUTION OF THE LEAST-SQUARES ESTIMATOR OF THE PARAMETER IN A RANDOM-WALK MODEL

被引：28
作者：
EVANS, GBA
SAVIN, NE
机构：
来源：
ANNALS OF STATISTICS | 1981年 / 9卷 / 05期
关键词：
D O I：
10.1214/aos/1176345591
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：1114 / 1118
页数：5
相关论文
共 7 条
[1]  
ALTONJI JG, 1979, 130 PRINC U IND REL
[2]   INVERSION FORMULAE FOR THE DISTRIBUTION OF RATIOS [J].
GURLAND, J .
ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (02) :228-237
[3]   STOCHASTIC IMPLICATIONS OF THE LIFE CYCLE PERMANENT INCOME HYPOTHESIS - THEORY AND EVIDENCE [J].
HALL, RE .
JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) :971-987
[4]   SERIAL-CORRELATION AS A CONVENIENT SIMPLIFICATION, NOT A NUISANCE - COMMENT ON A STUDY OF DEMAND FOR MONEY BY BANK OF ENGLAND [J].
HENDRY, DF ;
MIZON, GE .
ECONOMIC JOURNAL, 1978, 88 (351) :549-563
[5]   ASYMPTOTIC-DISTRIBUTION OF AN ESTIMATOR OF BOUNDARY PARAMETER OF AN UNSTABLE PROCESS [J].
RAO, MM .
ANNALS OF STATISTICS, 1978, 6 (01) :185-190
[6]  
RAO MM, 1980, ANN STAT, V8, P1403
[7]  
WHITE JS, 1958, ANN MATH STATIST, V29, P188
1