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Asymptotic efficiency of estimators of a multivariate linear functional relation 1 |
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| Authors: | Michael Nussbaum |
| Institution: | Zentralinstitut fürMathematik and Mechanik , Akadomie der Wissenschaften der DDR , Mohnnstroβe 39, Berlin, German, DDR-108, Democratic Republic |
| Abstract: | |
| Keywords: | quasi-likelihood estimation random coefficient autoregressions integer-valued time series |