Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254)
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scientific article; zbMATH DE number 5899472
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| English | Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode |
scientific article; zbMATH DE number 5899472 |
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Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (English)
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24 May 2011
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ergodicity
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strict stationarity
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time series
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0.7948505282402039
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0.7879719734191895
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0.7874228954315186
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0.7868551015853882
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0.7858321070671082
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