Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode |
scientific article |
Statements
Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (English)
0 references
24 May 2011
0 references
ergodicity
0 references
strict stationarity
0 references
time series
0 references
0 references