ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH (Q3673904)

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scientific article; zbMATH DE number 3829096
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    ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH
    scientific article; zbMATH DE number 3829096

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      ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH (English)
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      1983
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      estimation of random coefficient
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      empirical Bayes approach
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      autoregressive time series
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      independent realization
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