Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model (Q3462386)
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scientific article; zbMATH DE number 6526650
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| English | Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model |
scientific article; zbMATH DE number 6526650 |
Statements
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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0.958415150642395
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0.8532904386520386
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0.8462643623352051
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0.8147950172424316
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0.8070083856582642
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