Consistency and asymptotic normality of least squares estimators in generalized STAR models

By Svetlana Borovkova, Hendrik P. Lopuhaä, Budi Nurani Ruchjana. 2008

81 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/bcc559aaa3efcbd054103f5d790e4790ebb4966b

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In Economics and Econometrics

1. Svetlana Borovkova
2. Hendrik P. Lopuhaä
3. Budi Nurani Ruchjana

Citations in the corpus

• Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties (2012, methodology): “The properties of consistency and asymptotic normality of least squares estimator of GSTAR has been proved [7].”