Estimation in nonstationary random coefficient autoregressive models (Q3077655): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in nonstationary random coefficient autoregressive models |
scientific article |
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Estimation in nonstationary random coefficient autoregressive models (English)
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22 February 2011
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random coefficients model
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quasi-maximum likelihood
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asymptotic normality
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consistency
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law of large numbers
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