scientific article

zbMath1264.62069MaRDI QIDQ3143804

Hana Janečková

Publication date: 4 December 2012

Full work available at URL: http://www.kybernetika.cz/content/2002/4/405/paper.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

random coefficient autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Random coefficient autoregressive models: an introduction
• Parameter estimation for generalized random coefficient autoregressive processes
• Conditional Heteroscedastic Time Series Models
• Stochastic Limit Theory
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