On the Autoregressive Model with Random Coefficients

DOI10.1177/0008068319830302zbMath0546.62063OpenAlexW2516490403MaRDI QIDQ3336542

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Publication date: 1983

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319830302

zbMATH Keywords

random coefficientsautoregressive modelasymptotic mean squared errorfirst and second order stationarity conditionsh-step ahead forecast

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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