Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations |
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Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (English)
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22 May 2015
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asymptotic normality
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conditional least squares estimator
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domain of attraction of the normal law
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random coefficient \(\mathrm{AR}(1)\)
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self-normalization
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