scientific article; zbMATH DE number 6027111

zbMath1249.60034MaRDI QIDQ5389905

Pavel Vaněček

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33833

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

zbMATH Keywords

RCArate of convergenceparameter estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Economic time series analysis (91B84)

Related Items (4)

Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood ⋮ Unnamed Item ⋮ Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients ⋮ A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes

Cites Work

• Unnamed Item
• Random coefficient autoregressive models: an introduction
• Asymptotics for linear processes
• On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model
• √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
• Stochastic Limit Theory
• CWLS and ML estimates in a heteroscedastic RCA(1) model
• The accuracy of the normal approximation for minimum contrast estimates

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