Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808): Difference between revisions
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scientific article
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English | Least squares estimation for critical random coefficient first-order autoregressive processes |
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Least squares estimation for critical random coefficient first-order autoregressive processes (English)
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28 April 2006
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Critical process
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Random coefficient AR(1)
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Test of criticality
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Weighted and ordinary least squares
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