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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| English | 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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