√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL (Q4354758)
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scientific article; zbMATH DE number 1062050
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| English | √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL |
scientific article; zbMATH DE number 1062050 |
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√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL (English)
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5 April 1998
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stationary
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ergodic
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quasi-maximum likelihood estimator
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0.8463508486747742
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0.843052089214325
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0.8004286289215088
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