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A revival of the autoregressive distributed lag model in estimating energy demand relationships


Book ID
108398402
Publisher
Elsevier Science
Year
2002
Weight
179 KB
Volume
43
Category
Article
ISSN
0140-6701

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โœ Adam T. Martinsek ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 102 KB

Random coe cient autoregressive processes with beta marginals provide a useful family of models for data that are both bounded and dependent over time. We obtain results on sample-size e cient sequential estimation of the mean for such processes.