Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00432.x / rank | |||
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| Property / OpenAlex ID: W1963804747 / rank | |||
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| Property / cites work: Q4884570 / rank | |||
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| Property / cites work: Q3911791 / rank | |||
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| Property / cites work: Parameter estimation for generalized random coefficient autoregressive processes / rank | |||
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| Property / cites work: Random coefficient autoregressive models: an introduction / rank | |||
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| Property / cites work: ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL / rank | |||
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Latest revision as of 19:28, 24 June 2024
scientific article; zbMATH DE number 5055157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation |
scientific article; zbMATH DE number 5055157 |
Statements
Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (English)
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19 September 2006
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RCA(1)
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weighted least squares
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consistency
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inconsistency
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asymptotic normality
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