The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735)

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scientific article; zbMATH DE number 7730312
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The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models
scientific article; zbMATH DE number 7730312

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    The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (English)
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    21 August 2023
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    RCA models
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    maximum likelihood
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    Kalman filter
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    strong consistency
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