On the quasi-likelihood estimation for random coefficient autoregressions
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Publication:3143485
DOI10.1080/02331888.2010.541557zbMath1316.62131OpenAlexW1963626436MaRDI QIDQ3143485
Publication date: 30 November 2012
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/159911
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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