Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2010.11.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2010.11.004 / rank | |||
Normal rank | |||
Latest revision as of 22:55, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence |
scientific article |
Statements
Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (English)
0 references
9 March 2011
0 references
conditional least squares
0 references
asymptotic normality
0 references
random coefficient \(AR(1)\) model
0 references
0 references
0 references
