The estimation of multivariate random coefficient autoregressive models (Q1169230)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimation of multivariate random coefficient autoregressive models |
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The estimation of multivariate random coefficient autoregressive models (English)
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1981
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estimation of multivariate random coefficient autoregressive models
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two stage regression procedure
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strict stationarity
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ergodic
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strong consistency
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asymptotic normality
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