Asymptotic Form of the Covariance Matrix of Likelihood-Based Estimator in Multidimensional Linear System Model for the Case of Infinity Number of Nuisance Parameters
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- Bradley, Richard C., 1981. "Central limit theorems under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 1-16, March.
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Keywords
statistical estimate; multidimensional linear system; nuisance parameters; asymptotic normality; asymptotic covariance matrix;All these keywords.
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