Parameter estimation in a regression model with random coefficient autoregressive errors (Q2368340)
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scientific article; zbMATH DE number 370358
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| English | Parameter estimation in a regression model with random coefficient autoregressive errors |
scientific article; zbMATH DE number 370358 |
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Parameter estimation in a regression model with random coefficient autoregressive errors (English)
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24 August 1993
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nonlinear time series
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least squares estimators
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regression
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random coefficient autoregressive errors
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limit distribution
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weighted central limit theorem
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\(m\)-dependent processes
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0.8361007571220398
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0.8252696394920349
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0.8227830529212952
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0.8182591199874878
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0.812825620174408
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