𝔖 Bobbio Scriptorium
✦   LIBER   ✦

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

✍ Scribed by Hill, Jonathan; Peng, Liang


Book ID
121802710
Publisher
John Wiley and Sons
Year
2014
Tongue
English
Weight
193 KB
Volume
35
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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.