Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519)
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scientific article; zbMATH DE number 5863155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence |
scientific article; zbMATH DE number 5863155 |
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Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (English)
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9 March 2011
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conditional least squares
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asymptotic normality
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random coefficient \(AR(1)\) model
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