Random coefficient autoregressive models: an introduction
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Publication:1170857
zbMath0497.62081MaRDI QIDQ1170857
D. F. Nicholls, Barry G. Quinn
Publication date: 1982
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
consistencyasymptotic propertiescentral limit theoremleast squaressimulationsmaximum likelihood estimatorsstability of solutionsrandom coefficient autoregressive modelsbest predictorbest linear predictorcomputational problemsexistence of stationary solutions
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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