Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5020932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Least squares estimation for critical random coefficient first-order autoregressive processes |
scientific article; zbMATH DE number 5020932 |
Statements
Least squares estimation for critical random coefficient first-order autoregressive processes (English)
0 references
28 April 2006
0 references
Critical process
0 references
Random coefficient AR(1)
0 references
Test of criticality
0 references
Weighted and ordinary least squares
0 references
0 references
0 references
0.8788262009620667
0 references
0.8348098993301392
0 references
0.8218384385108948
0 references
0.7958804965019226
0 references
