Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood (Q6171301)
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scientific article; zbMATH DE number 7713483
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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