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

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Property / author: Ishwar V. Basawa / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2005.08.024 / rank
 
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Property / OpenAlex ID: W2027605884 / rank
 
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Latest revision as of 12:27, 24 June 2024

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Least squares estimation for critical random coefficient first-order autoregressive processes
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    Least squares estimation for critical random coefficient first-order autoregressive processes (English)
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    28 April 2006
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    Critical process
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    Random coefficient AR(1)
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    Test of criticality
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    Weighted and ordinary least squares
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