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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Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
scientific article; zbMATH DE number 5055157

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    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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