Risk efficient estimation of fully dependent random coefficient autoregressive models of general order (Q5154073)
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scientific article; zbMATH DE number 7405690
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| English | Risk efficient estimation of fully dependent random coefficient autoregressive models of general order |
scientific article; zbMATH DE number 7405690 |
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Risk efficient estimation of fully dependent random coefficient autoregressive models of general order (English)
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1 October 2021
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asymptotic risk efficiency
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oracle estimation
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random coefficient autoregressive model
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sequential procedure
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time series model
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0.8501726984977722
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0.8150755167007446
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0.7951446175575256
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