The following pages link to (Q3690920):
Displaying 17 items.
- A characterization of random-coefficient AR(1) models (Q582792) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Exact distribution and moments for the RLS estimate in a time-varying AR(1) process (Q1915012) (← 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)
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
- (Q3143804) (← links)
- Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291) (← links)
- (Q4224638) (← links)
- Practical estimation from the sum of ar(1) processes (Q4232102) (← links)
- EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE (Q4787569) (← links)
- Moments of AR(k) Parameter Estimators (Q5259165) (← links)
- (Q5389676) (← links)
- (Q5462683) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
