Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model |
scientific article |
Statements
Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (English)
0 references
5 January 2016
0 references
empirical likelihood
0 references
least squares estimation
0 references
asymptotic normality
0 references
generalized random coefficient autoregressive model
0 references
confidence region
0 references
0 references
0 references
0 references
0 references
