𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation in nonstationary random coefficient autoregressive models

✍ Scribed by István Berkes; Lajos Horváth; Shiqing Ling


Book ID
111040099
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
589 KB
Volume
30
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Minimum distance estimation for random c
✍ V. Swaminathan; U.V. Naik-Nimbalkar 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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.