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Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood - MaRDI portal

Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood (Q6171301)

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scientific article; zbMATH DE number 7713483
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English
Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood
scientific article; zbMATH DE number 7713483

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    Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood (English)
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    18 July 2023
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    empirical likelihood
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    hypothesis test
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    multivariate RCAR(1) model
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