Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theory for Random Coefficient First-Order Autoregressive Process |
scientific article |
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Limit Theory for Random Coefficient First-Order Autoregressive Process (English)
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19 August 2010
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asymptotic normality
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conditional least squares
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limit theory
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random coefficient AR(1)
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