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Estimate for distance-coefficient of matrices

โœ Scribed by Lu Fangyan


Book ID
107502092
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
1997
Tongue
English
Weight
190 KB
Volume
12
Category
Article
ISSN
1005-1031

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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.