scientific article; zbMATH DE number 7801756
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Publication:6189404
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Publication date: 8 February 2024
Full work available at URL: https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2023/V46/I4/622
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generalized random coefficient autoregressive modelnonlinear time series modelestimation functioncombine estimation function
Parametric inference and fuzziness (62F86) Inference from stochastic processes and fuzziness (62M86)
Cites Work
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- Random coefficient autoregressive models: an introduction
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- Inference for random coefficient volatility models
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- Least squares estimation for critical random coefficient first-order autoregressive processes
- Coefficient constancy test in generalized random coefficient autoregressive model
- Limit laws of a sequence determined by a random difference equation governing a one-compartment system
- The foundations of finite sample estimation in stochastic processes
- A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
- The Lindeberg-Levy Theorem for Martingales
- Estimating functions for nonlinear time series models
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