Minimum distance estimation for random coefficient autoregressive models

Statistics and Probability Letters

Volumn 34, Issue 4, 1997, Pages 313-322

  Swaminathan, V ^a   Naik Nimbalkar, U V ^a  

^a UNIVERSITY OF PUNE   (India)

Author keywords

Absolute regularity; Geometric ergodicity; Minimum distance estimator; Random coefficient autoregressive models

Indexed keywords

EID: 0031575133     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(96)00196-4     Document Type: Article

References (9)

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