𝔖 Bobbio Scriptorium
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THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I

✍ Scribed by D. F. Nicholls; B. G. Quinn


Book ID
111039376
Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
413 KB
Volume
1
Category
Article
ISSN
0143-9782

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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.