THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (Q3959320)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3780443
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I |
scientific article; zbMATH DE number 3780443 |
Statements
THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (English)
0 references
1980
0 references
estimation of random coefficient autoregressive models
0 references
two stage regression procedure
0 references
central limit theorem
0 references
strong consistency
0 references
Monte Carlo experiment
0 references
0 references
