Pages that link to "Item:Q3585291"
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The following pages link to Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291):
Displaying 18 items.
- First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem (Q504897) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- On the sample variance of explosive random coefficient autoregressive processes (Q654252) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- On an autoregressive model with time-dependent coefficients (Q1819515) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)
- The smallest asymptotic variance estimator for generalized random coefficient autoregressive models (Q2858507) (← links)
- A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model (Q2979975) (← links)
- A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models (Q4391408) (← links)
- (Q4871602) (← links)
- (Q5437992) (← links)
- Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (Q5739174) (← links)
- On the first passage time of the parabolic boundary by the Markov random walk (Q6164688) (← links)