𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Random Coefficient Autoregressive Models for Longitudinal Data

✍ Scribed by Markku Rahiala


Book ID
124290078
Publisher
Oxford University Press
Year
1999
Tongue
English
Weight
490 KB
Volume
86
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Minimum distance estimation for random c
✍ V. Swaminathan; U.V. Naik-Nimbalkar πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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.