Estimation in nonstationary random coefficient autoregressive models (Q3077655)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in nonstationary random coefficient autoregressive models |
scientific article |
Statements
Estimation in nonstationary random coefficient autoregressive models (English)
0 references
22 February 2011
0 references
random coefficients model
0 references
quasi-maximum likelihood
0 references
asymptotic normality
0 references
consistency
0 references
law of large numbers
0 references
