A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2010; you can also visit the original URL.
The file type is
This paper studies the asymptotic properties of moment estimators for the general shifting level process (SLP). A law of large numbers and a weak convergence theorem are obtained under conditions involving the unobservable processes which make up SLP. Specific conditions about those underlying processes are added to give explicit results, applicable to a large class of moment estimators. Actual formulae for asymptotic variances, etc. are obtained for a simple example, the GNN model.doi:10.2307/3213805 fatcat:bsubmmn2gff7hnvraviiyhniy4