The local asymptotic normality of a class of generalized random coefficient autoregressive processes
type: Item
instance of: scholarly article
title: The local asymptotic normality of a class of generalized random coefficient autoregressive processes
zbMATH Open document ID: 0899.62017
DOI: 10.1016/S0167-7152(96)00178-2
published in: Statistics \& Probability Letters
publication date: 1998-03-08T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1125723
zbMATH Keywords: nonlinear time series
zbMATH Keywords: asymptotic inference
zbMATH Keywords: random coefficient models
zbMATH Keywords: local asymptotic normality
author: S. Y. Hwang
author: I. V. Basawa
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1125723