On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485): Difference between revisions

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+W1963626436
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+Iterated Random Functions
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+Strict stationarity of generalized autoregressive processes
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+Random difference equations and renewal theory for products of random matrices
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+Implicit renewal theory and tails of solutions of random equations
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+Parameter estimation for generalized random coefficient autoregressive processes
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+Estimation in Random Coefficient Autoregressive Models
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+Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters
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+Estimation in nonstationary random coefficient autoregressive models
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Discrete analogues of self-decomposability and stability
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+Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
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+First-order rounded integer-valued autoregressive (RINAR(1)) process
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+Discrete-valued ARMA processes
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+On the measurability and consistency of minimum contrast estimates
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+Q5560061
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