Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
scientific article

    Statements

    Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (English)
    0 references
    0 references
    0 references
    11 August 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    random coefficient autoregression
    0 references
    quasi maximum likelihood
    0 references
    bootstrap
    0 references
    asymptotic properties of estimators
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references