A test of correlation in the random coefficients of an autoregressive process (Q1788724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test of correlation in the random coefficients of an autoregressive process |
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A test of correlation in the random coefficients of an autoregressive process (English)
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8 October 2018
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RCAR process
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MA process
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random coefficients
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least squares estimation
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stationarity
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ergodicity
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asymptotic normality
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autocorrelation
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