Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364)
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scientific article; zbMATH DE number 5055157
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| English | Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation |
scientific article; zbMATH DE number 5055157 |
Statements
Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (English)
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19 September 2006
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RCA(1)
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weighted least squares
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consistency
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inconsistency
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asymptotic normality
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0.8788262009620667
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0.827941358089447
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0.8221359252929688
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0.8116611838340759
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