√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
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Publication:4354758
DOI10.1111/J.1467-842X.1996.TB00671.XzbMATH Open0884.62099MaRDI QIDQ4354758FDOQ4354758
Authors: Anton Schick 
Publication date: 5 April 1998
Published in: Australian Journal of Statistics (Search for Journal in Brave)
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Cited In (25)
- Bootstrap for random coefficient autoregressive models
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
- A test of correlation in the random coefficients of an autoregressive process
- Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p,q) Model
- Efficient detection of random coefficients in autoregressive models
- Statistical inference in a random coefficient panel model
- Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models
- Rate of convergence for a class of RCA estimators
- Bivariate first-order random coefficient integer-valued autoregressive processes
- Quadratic random coefficient autoregression with linear-in-parameters volatility
- On a class of estimators in a multivariate RCA(1) model
- Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood
- Testing for randomness in a random coefficient autoregression model
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
- First-order random coefficient integer-valued autoregressive processes
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
- Random autoregressive models: a structured overview
- Estimation in nonstationary random coefficient autoregressive models
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases
- The smallest asymptotic variance estimator for generalized random coefficient autoregressive models
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
- Normality test in random coefficient autoregressive models
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