๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS

โœ Scribed by B. G. Quinn; D. F. Nicholls


Book ID
111039408
Publisher
John Wiley and Sons
Year
1982
Tongue
English
Weight
565 KB
Volume
3
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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.