The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643)

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The local asymptotic normality of a class of generalized random coefficient autoregressive processes
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    The local asymptotic normality of a class of generalized random coefficient autoregressive processes (English)
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    8 March 1998
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    nonlinear time series
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    asymptotic inference
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    random coefficient models
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    local asymptotic normality
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