Parameter estimation for generalized random coefficient autoregressive processes (Q1299549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for generalized random coefficient autoregressive processes |
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Parameter estimation for generalized random coefficient autoregressive processes (English)
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21 August 2000
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nonlinear time series
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random coefficient autoregression
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conditional least squares
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weighted conditional leas squares
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strong consistency
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asymptotic normality
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asymptotic relative efficiency
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