A test of correlation in the random coefficients of an autoregressive process (Q1788724)
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scientific article; zbMATH DE number 6948867
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| English | A test of correlation in the random coefficients of an autoregressive process |
scientific article; zbMATH DE number 6948867 |
Statements
A test of correlation in the random coefficients of an autoregressive process (English)
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8 October 2018
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RCAR process
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MA process
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random coefficients
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least squares estimation
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stationarity
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ergodicity
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asymptotic normality
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autocorrelation
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0.8725636601448059
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0.8067871928215027
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0.8047010898590088
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0.7992671132087708
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