A time series model with random coefficients

DOI10.1080/03610928208828315zbMath0502.62074OpenAlexW2168493597MaRDI QIDQ3968335

Bovas Abraham, Christoph E. Minder

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828315

zbMATH Keywords

aggregationmaximum likelihood estimationtime seriesrandom coefficientsautoregressive modelsmoment estimators

Mathematics Subject Classification ID

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

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A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations

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