CWLS and ML estimates in a heteroscedastic RCA(1) model (Q4659950)

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scientific article; zbMATH DE number 2148318
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CWLS and ML estimates in a heteroscedastic RCA(1) model
scientific article; zbMATH DE number 2148318

    Statements

    CWLS and ML estimates in a heteroscedastic RCA(1) model (English)
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    21 March 2005
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    random coefficients
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    autoregression
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    heteroscedasticity
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    mixingales
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    NED processes
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    asymptotic normality
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