Title of article :
Least squares estimation for critical random coefficient first-order autoregressive processes
Author/Authors :
S.Y. Hwang، نويسنده , , I.V. Basawa، نويسنده , , Tae Yoon Kim، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Keywords :
Random coefficient AR(1) , Test of criticality , Weighted and ordinary least squares , Critical process
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters