A Further Note on Stability in a Random Coefficient Model
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Publication:4134781
Cited in
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- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
- scientific article; zbMATH DE number 958377 (Why is no real title available?)
- Coefficient constancy test in AR-ARCH models
- On first and second order stationarity of random coefficient models
- Monitoring parameter changes for random coefficient autoregressive models
- Random autoregressive models: a structured overview
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations
- The vec-permutation matrix, the vec operator and Kronecker products: a review
- Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
- Sample path properties of an explosive double autoregressive model
- On nonlinear models for time series
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
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