Estimation in Random Coefficient Autoregressive Models (Q3440741)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in Random Coefficient Autoregressive Models |
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Estimation in Random Coefficient Autoregressive Models (English)
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29 May 2007
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estimation
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random coefficient autoregressive models
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time series
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quasi-maximum likelihood
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consistency
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asymptotic normality
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