Estimation in nonstationary random coefficient autoregressive models (Q3077655): Difference between revisions

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+István Berkes
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+MaRDI publication profile
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+W2114749242
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+.0022
@@ Property / arXiv ID: 0903.0022 / rank @@
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+Autoregressive series with random parameters
@@ Property / cites work: Autoregressive series with random parameters / rank @@
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+Estimation in Random Coefficient Autoregressive Models
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+Stability of perpetuities
@@ Property / cites work: Stability of perpetuities / rank @@
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+Q5512461
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
@@ Property / cites work: ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH / rank @@
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+Random coefficient autoregressive models: an introduction
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+On the measurability and consistency of minimum contrast estimates
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+A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS
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+THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
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