Parameter estimation for generalized random coefficient autoregressive processes (Q1299549)
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scientific article; zbMATH DE number 1327292
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| English | Parameter estimation for generalized random coefficient autoregressive processes |
scientific article; zbMATH DE number 1327292 |
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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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0.9399654
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0.92699647
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0.9136191
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0.9102352
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