Pages that link to "Item:Q4354758"

The following pages link to √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL (Q4354758):

Displaying 19 items.

• Statistical inference in a random coefficient panel model (Q284298) (← links)
• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
• A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
• First-order random coefficient integer-valued autoregressive processes (Q2433828) (← links)
• Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
• Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(<i>p</i>,<i>q</i>) Model (Q3007852) (← links)
• (Q3098519) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• (Q5389905) (← links)
• BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
• Normality test in random coefficient autoregressive models (Q6124770) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)