Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model |
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Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (English)
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5 January 2016
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empirical likelihood
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least squares estimation
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asymptotic normality
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generalized random coefficient autoregressive model
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confidence region
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