Parameter estimation for generalized random coefficient autoregressive processes

S. Y. Hwang، نويسنده , , I. V. Basawa، نويسنده ,

روزنامه با شماره پیاپی سال 1998

15

323

337

Random coefficient autoregression , Inference for nonlinear time series , Weighted conditional least squares , Conditional least squares , Asymptotic normality , strong consistency , Asymptotic relative efficiency

Journal of Statistical Planning and Inference

1998

Journal of Statistical Planning and Inference

218502