Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236)
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: Simultaneous bootstrap for all three parameters in random coefficient autoregressive models |
scientific article; zbMATH DE number 6328387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous bootstrap for all three parameters in random coefficient autoregressive models |
scientific article; zbMATH DE number 6328387 |
Statements
Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (English)
0 references
11 August 2014
0 references
random coefficient autoregression
0 references
quasi maximum likelihood
0 references
bootstrap
0 references
asymptotic properties of estimators
0 references
0 references
0 references