Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808)

From MaRDI portal
Revision as of 12:38, 19 March 2024 by Openalex240319120305 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Least squares estimation for critical random coefficient first-order autoregressive processes
scientific article

    Statements

    Least squares estimation for critical random coefficient first-order autoregressive processes (English)
    0 references
    0 references
    0 references
    0 references
    28 April 2006
    0 references
    Critical process
    0 references
    Random coefficient AR(1)
    0 references
    Test of criticality
    0 references
    Weighted and ordinary least squares
    0 references

    Identifiers