Results 191 to 200 of about 362,691 (237)

Asymptotic Properties of OLS Estimates in Koyck Distributed Lag Models

, 1984
Yuusaku Kataoka
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Quantitative genetics of lifetime growth curves in a lizard

Aragon A, Rutschmann A, Richard M, Bestion E, Pellerin F, Winandy L, Jose LS, Di Gesu L, Darnet É, Cribellier J, Massot M, Clobert J, Cote J, de Villemereuil P.   +13 more
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ON ASYMPTOTICALLY NORMAL ESTIMATORS

, 1965
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Asymptotic Estimation of Variance

Theory of Probability & Its Applications, 1991
See the review in Zbl 0706.62025.
Joshi, S. N., Rukhin, A. L.
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Nonlinear Estimation and Asymptotic Approximations

Econometrica, 1978
central objective of this paper is to present a series expansion of nonlinear estimators in order to facilitate an analysis of the distributions of such estimators. Where the estimator under consideration is a maximum likelihood estimator, the method provides somewhat more information, as well as higher order approximations to the distributions of the ...
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Asymptotic Estimates of Fourier Coefficients

SIAM Journal on Mathematical Analysis, 1974
Complex variable techniques are used to estimate the Fourier coefficients of functions expanded in series of Jacobi, Laguerre and Hermite polynomials.
Elliott, David, Tuan, P. D.
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ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES

Econometric Theory, 2009
We consider nonparametric estimation of spectral densities of stationary processes, a fundamental problem in spectral analysis of time series. Under natural and easily verifiable conditions, we obtain consistency and asymptotic normality of spectral density estimates.
Liu, Weidong, Wu, Wei Biao
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Asymptotically optimal estimation

1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes, 1981
The purpose of this paper is to investigate the use of asymptotic methods in the design of optimal state estimators for nonlinear systems and to use these methods to estimate the complexity of such filters. More specifically, we develop expansions for the autocorrelation function of the solution of a stochastic differential equation which is close to ...
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