The smallest asymptotic variance estimator for generalized random coefficient autoregressive models (Q2858507)
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scientific article; zbMATH DE number 6229690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The smallest asymptotic variance estimator for generalized random coefficient autoregressive models |
scientific article; zbMATH DE number 6229690 |
Statements
19 November 2013
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generalized random coefficient autoregressive model
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least squares estimator
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asymptotic normality
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weighted conditional least squares estimator
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smallest asymptotic variance estimator
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The smallest asymptotic variance estimator for generalized random coefficient autoregressive models (English)
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