Random coefficient autoregressive models: an introduction (Q1170857)
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scientific article; zbMATH DE number 3784163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random coefficient autoregressive models: an introduction |
scientific article; zbMATH DE number 3784163 |
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Random coefficient autoregressive models: an introduction (English)
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1982
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consistency
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central limit theorem
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random coefficient autoregressive models
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existence of stationary solutions
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stability of solutions
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asymptotic properties
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least squares
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maximum likelihood estimators
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simulations
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computational problems
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best linear predictor
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best predictor
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