√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
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Publication:4354758
DOI10.1111/j.1467-842X.1996.tb00671.xzbMath0884.62099MaRDI QIDQ4354758
Publication date: 5 April 1998
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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