On an autoregressive model with time-dependent coefficients

Annals of the Institute of Statistical Mathematics

Volumn 38, Issue 1, 1986, Pages 297-309

  Kwoun, Gea Hwa ^a   Yajima, Yoshihiro ^a  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

asymptotic normality; strong consistency; Time dependent coefficients

Indexed keywords

EID: 51249170795     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/BF02482518     Document Type: Article

References (7)

1. Martingale central limit theorems
2. On conditional least squares estimation for stochastic processes
3. The estimation of random coefficient autoregressive model. (I)
4. The statistical analysis of perturbed limit cycle processes using nonlinear time series models
5. State-dependent models; a general approach to non-linear time series analysis