Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236)

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scientific article; zbMATH DE number 6328387
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Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
scientific article; zbMATH DE number 6328387

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    Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (English)
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    11 August 2014
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    random coefficient autoregression
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    quasi maximum likelihood
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    bootstrap
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    asymptotic properties of estimators
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