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

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-István Berkes
@@ Property / author: István Berkes / rank @@
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+István Berkes
@@ Property / author: István Berkes / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2114749242
@@ Property / OpenAlex ID: W2114749242 / rank @@
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+.0022
@@ Property / arXiv ID: 0903.0022 / rank @@
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@@ Property / cites work @@
+Autoregressive series with random parameters
@@ Property / cites work: Autoregressive series with random parameters / rank @@
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@@ Property / cites work @@
+Estimation in Random Coefficient Autoregressive Models
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@@ Property / cites work @@
+Stability of perpetuities
@@ Property / cites work: Stability of perpetuities / rank @@
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@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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@@ Property / cites work @@
+ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
@@ Property / cites work: ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH / rank @@
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@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
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+Publication:3077655