Minimum distance estimation for random coefficient autoregressive models (Q1365166): Difference between revisions

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+Minimum Hellinger distance estimates for parametric models
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+Semiparametric random coefficient regression models
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+Q5560061
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+The Stability of Random Coefficient Autoregressive Models
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+Limit laws of a sequence determined by a random difference equation governing a one-compartment system
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+Some mixing properties of time series models
@@ Property / cites work: Some mixing properties of time series models / rank @@
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+STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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