First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information (Q2814796)

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scientific article; zbMATH DE number 6596964
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First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information
scientific article; zbMATH DE number 6596964

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    23 June 2016
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    nonlinear time series
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    RCA model
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    Whittle's estimation and information
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    First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information (English)
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