Estimation in nonstationary random coefficient autoregressive models (Q3077655)
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 5855774
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation in nonstationary random coefficient autoregressive models |
scientific article; zbMATH DE number 5855774 |
Statements
Estimation in nonstationary random coefficient autoregressive models (English)
0 references
22 February 2011
0 references
random coefficients model
0 references
quasi-maximum likelihood
0 references
asymptotic normality
0 references
consistency
0 references
law of large numbers
0 references
0.9216373562812804
0 references
0.9015930891036988
0 references
0.8572503924369812
0 references
0.843052089214325
0 references
0.843052089214325
0 references
