THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
From MaRDI portal
(Redirected from Publication:3963908)
Cites work
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Autoregressive series with random parameters
- Multiple autoregressive models with random coefficients
- On asymptotic tests of composite hypotheses in nonstandard conditions
- Stochastic Stability of Short-Run Market Equilibrium Under Variations in Supply
- The Lindeberg-Levy Theorem for Martingales
Cited in
(23)- Norming rates and limit theory for some time-varying coefficient autoregressions
- Efficient detection of random coefficients in autoregressive models
- Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p,q) Model
- Limit theorems for bifurcating integer-valued autoregressive processes
- A similarity-based approach to time-varying coefficient non-stationary autoregression
- Locally most powerful test for the random coefficient autoregressive model
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
- Coefficient constancy test in a random coefficient autoregressive model
- Asymptotic results for random coefficient bifurcating autoregressive processes
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions
- Least squares estimation in a simple random coefficient autoregressive model
- Coefficient constancy test in AR-ARCH models
- Bayesian forecasting for AR(1) models with normal coefficients
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
- GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
- Monitoring parameter changes for random coefficient autoregressive models
- Monitoring parameter changes in RCA(\(p\)) models
- The sequential estimation in stochastic regression model with random coefficients
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations
- Estimation in nonstationary random coefficient autoregressive models
- Inference in a stationary/nonstationary autoregressive time-varying-parameter model
- A stochastic tree for bubble asset modelling and pricing
- A higher-order random-parameter process for modeling and porecasting time series
This page was built for publication: THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3963908)
