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A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model
Zhao, Zhi-Wen, Wang, De-Hui, Peng, Cui-Xin, Bi, LiLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2015.1032422
Date:
March, 2016
File:
PDF, 283 KB
english, 2016