The strong consistency of quasi-maximum likelihood estimators for p-order random coefficient autoregressive (RCA) models
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Publication:6133735
DOI10.1007/S13171-021-00269-WOpenAlexW3211993942MaRDI QIDQ6133735FDOQ6133735
Mohammed Benmoumen, Imane Salhi
Publication date: 21 August 2023
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-021-00269-w
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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