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A unilateral representation for autoregressive random field models

โœ Scribed by Thrift, P.


Book ID
117905683
Publisher
IEEE
Year
1981
Weight
213 KB
Volume
29
Category
Article
ISSN
0096-3518

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Minimum distance estimation for random c
โœ V. Swaminathan; U.V. Naik-Nimbalkar ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 445 KB

In this paper, we extend the minimum distance method of Beran (1993) to random coefficient autoregressive (RCA) models. After stating the necessary assumptions the asymptotic properties of the minimum distance estimator are derived.