Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555)
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scientific article; zbMATH DE number 6835805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions |
scientific article; zbMATH DE number 6835805 |
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Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (English)
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7 February 2018
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RCA process
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Markov bilinear process
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non-strict stationarity
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weighted least squares
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asymptotic normality
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