THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
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Publication:3963908
DOI10.1111/j.1467-9892.1981.tb00321.xzbMath0498.62079OpenAlexW3005607271MaRDI QIDQ3963908
D. F. Nicholls, Barry G. Quinn
Publication date: 1981
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00321.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Newton-type methods (49M15)
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Cites Work
- Multiple autoregressive models with random coefficients
- Autoregressive series with random parameters
- On asymptotic tests of composite hypotheses in nonstandard conditions
- The Lindeberg-Levy Theorem for Martingales
- Stochastic Stability of Short-Run Market Equilibrium Under Variations in Supply
- Asymptotic Properties of Non-Linear Least Squares Estimators
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