Minimum distance estimation for random c
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V. Swaminathan; U.V. Naik-Nimbalkar
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Article
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1997
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Elsevier Science
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English
โ 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.