Minimum distance estimators for random coefficient autoregressive models
type: Item
instance of: scholarly article
title: Minimum distance estimators for random coefficient autoregressive models
zbMATH Open document ID: 0862.60024
DOI: 10.1016/0167-7152(95)00180-8
author: Lianfen Qian
published in: Statistics \& Probability Letters
publication date: 1997-05-25T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 954968
zbMATH Keywords: asymptotic uniform quadraticity
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Hodges-Lehmann type estimator
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00180-8
OpenAlex ID: W2164230433
cites work: The Lindeberg-Levy Theorem for Martingales
cites work: Computation of Certain Minimum Distance Estimators in AR[k] Model
cites work: Minimum distance estimation and goodness-of-fit tests in first-order autoregression
cites work: Q4943491
cites work: Q5821538
cites work: The Stability of Random Coefficient Autoregressive Models
cites work: Q3999154
description: scientific article; zbMATH DE number 954968