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Asymptotic Normality of Parameter Estimators for Some Nearest Neighbour Models
Author(s) -
Dobek A.
Publication year - 1994
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710360114
Subject(s) - estimator , mathematics , nearest neighbour , statistics , asymptotic distribution , normality , maximum likelihood , local asymptotic normality , infinity , restricted maximum likelihood , regression analysis , econometrics , computer science , mathematical analysis , artificial intelligence
Abstract For auto‐regression models and first and second differences models it is shown that the REML estimators of unknown parameters are asymptotically normal when the number of observations tends to infinity.