Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808): Difference between revisions

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-Ishwar V. Basawa
@@ Property / author: Ishwar V. Basawa / rank @@
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@@ Property / author @@
+Ishwar V. Basawa
@@ Property / author: Ishwar V. Basawa / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2005.08.024
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@@ Property / OpenAlex ID @@
+W2027605884
@@ Property / OpenAlex ID: W2027605884 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale Central Limit Theorems
@@ Property / cites work: Martingale Central Limit Theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+The foundations of finite sample estimation in stochastic processes
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3580443
@@ Property / cites work: Q3580443 / rank @@
+Normal rank
@@ Property / cites work @@
+Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
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@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
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