Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
DOI10.1080/03610926.2017.1371758OpenAlexW2751702212MaRDI QIDQ5154073FDOQ5154073
Authors: Bikram Karmakar, Indranil Mukhopadhyay 
Publication date: 1 October 2021
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1371758
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Cites Work
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Two Methods for Examining the Stability of Regression Coefficients
- Random coefficient autoregressive models: an introduction
- Autoregressive series with random parameters
- Stability in a Random Coefficient Model
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- A Further Note on Stability in a Random Coefficient Model
- On the Autoregressive Model with Random Coefficients
- Sequential estimation of the autoregressive parameters in general vector autoregressive model
- On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model
- On optimal adaptive prediction of multivariate autoregression
- Sequential estimation of the autoregressive parameters in ar(p) model
Cited In (6)
- Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
- Title not available (Why is that?)
- Title not available (Why is that?)
- Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
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