CWLS and ML estimates in a heteroscedastic RCA(1) model (Q4659950)
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scientific article; zbMATH DE number 2148318
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| English | CWLS and ML estimates in a heteroscedastic RCA(1) model |
scientific article; zbMATH DE number 2148318 |
Statements
CWLS and ML estimates in a heteroscedastic RCA(1) model (English)
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21 March 2005
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random coefficients
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autoregression
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heteroscedasticity
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mixingales
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NED processes
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asymptotic normality
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0.8678011894226074
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0.8226993083953857
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0.815564751625061
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0.7962018251419067
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