THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (Q3959320): Difference between revisions
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Revision as of 18:52, 19 March 2024
scientific article
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English | THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I |
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THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (English)
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1980
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estimation of random coefficient autoregressive models
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two stage regression procedure
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central limit theorem
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strong consistency
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Monte Carlo experiment
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