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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    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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