Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Least squares estimation for critical random coefficient first-order autoregressive processes |
scientific article |
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