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English	No label defined	scientific article

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scholarly article

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publication date

17 November 2011

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full work available at URL

https://eudml.org/doc/197107

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http://www.kybernetika.cz/content/2011/4/501

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zbMATH Keywords

parameter estimation

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asymptotic variance matrix

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MaRDI profile type

MaRDI publication profile

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Estimation in Random Coefficient Autoregressive Models

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Parameter estimation for generalized random coefficient autoregressive processes

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Estimation in nonstationary random coefficient autoregressive models

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The Lindeberg-Levy Theorem for Martingales

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The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients

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Strict stationarity of generalized autoregressive processes

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RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

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CWLS and ML estimates in a heteroscedastic RCA(1) model

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Adaptive estimation in a random coefficient autoregressive model

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Random coefficient autoregressive models: an introduction

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√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3098519

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