Parameter estimation in a regression model with random coefficient autoregressive errors (Q2368340): Difference between revisions
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| Property / author: Ishwar V. Basawa / rank | |||
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| Property / author: Ishwar V. Basawa / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Q3827448 / rank | |||
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| Property / cites work: Q4183968 / rank | |||
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| Property / cites work: Q4124141 / rank | |||
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| Property / cites work: The Stability of Random Coefficient Autoregressive Models / rank | |||
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| Property / cites work: Q3999154 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0378-3758(93)90101-b / rank | |||
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| Property / OpenAlex ID: W1977083923 / rank | |||
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Latest revision as of 11:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in a regression model with random coefficient autoregressive errors |
scientific article |
Statements
Parameter estimation in a regression model with random coefficient autoregressive errors (English)
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24 August 1993
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nonlinear time series
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least squares estimators
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regression
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random coefficient autoregressive errors
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limit distribution
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weighted central limit theorem
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\(m\)-dependent processes
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