Statistical inference for generalized random coefficient autoregressive model (Q1931089): Difference between revisions

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+https://doi.org/10.1016/j.mcm.2011.12.002
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+W2036195655
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+Parameter estimation for generalized random coefficient autoregressive processes
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+A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
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+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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+TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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