A Further Note on Stability in a Random Coefficient Model
From MaRDI portal
Cited in
(21)- Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
- Efficient detection of random coefficients in autoregressive models
- Coefficient constancy test in AR-ARCH models
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations
- Monitoring parameter changes for random coefficient autoregressive models
- Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p,q) Model
- The vec-permutation matrix, the vec operator and Kronecker products: a review
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
- On nonlinear models for time series
- Random autoregressive models: a structured overview
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
- scientific article; zbMATH DE number 958377 (Why is no real title available?)
- Sample path properties of an explosive double autoregressive model
- A first order continuous time <scp>VAR</scp> with random coefficients
- On first and second order stationarity of random coefficient models
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
- A stochastic tree for bubble asset modelling and pricing
- Investigation of sequential sampling procedures for estimation in a random coefficients autoregressive model
- Structure and inference in a periodic random coefficients autoregressive model
This page was built for publication: A Further Note on Stability in a Random Coefficient Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4134781)
