๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The estimation of multivariate random coefficient autoregressive models

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


Book ID
107880105
Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
484 KB
Volume
11
Category
Article
ISSN
0047-259X

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.