Large sample estimation and prediction for explosive growth curve models |
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Authors: | Pandurang M. Kulkarni |
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Affiliation: | Department of Statistics , La Trobe University , Melbourne, Australia |
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Abstract: | Asymptotic distributions of maximum likelihood estimators for the parameters in explosive growth curve models are derived. Limit distributions of prediction errors when the parameters are estimated are also obtained. The growth curve models are viewed as multivariate time-series models, and the usual time-series methods are used for prediction. Estimation constrained by a hypothesis of homogeneity of growth rates is also considered. |
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Keywords: | asymptotic prediction errors regression with correlated errors maximim likelihood estimations growth curves as time-series explosive growth |
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