Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
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Publication:2816875
DOI10.1080/03610926.2014.919401zbMath1347.62191OpenAlexW2405595265MaRDI QIDQ2816875
Publication date: 26 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.919401
Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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