Limit theory for random coefficient first-order autoregressive process (Q3585291)
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scientific article; zbMATH DE number 5773346
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| English | Limit theory for random coefficient first-order autoregressive process |
scientific article; zbMATH DE number 5773346 |
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Limit Theory for Random Coefficient First-Order Autoregressive Process (English)
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19 August 2010
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asymptotic normality
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conditional least squares
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limit theory
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random coefficient AR(1)
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0.90651273727417
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0.854597806930542
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0.845835268497467
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