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Random-coefficient periodic autoregressions

✍ Scribed by Philip Hans Franses; Richard Paap

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Random coefficient autoregressive loss r

✍ Erhard Kremer 📂 Article 📅 1993 🏛 Springer-Verlag 🌐 German ⚖ 162 KB

Spurious Periodic Autoregressions

✍ Tommaso Proietti 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 446 KB

Moving averages with random coefficients

✍ Res nick, Sidney I.; Willekens, Eric 📂 Article 📅 1991 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 418 KB

Random coefficient autoregressive loss r

✍ Erhard Kremer 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 German ⚖ 132 KB

Multiple autoregressive models with rand

✍ D.F. Nicholls; B.G. Quinn 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 620 KB

Estimation in Random Coefficient Autoreg

✍ Alexander Aue; Lajos Horváth; Josef Steinebach 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB