Estimation in nonstationary random coefficient autoregressive models

27 February 2009

Papers citing "Estimation in nonstationary random coefficient autoregressive models"

4 / 4 papers shown

Title
Comments on the presence of serial correlation in the random coefficients of an autoregressive process Frédéric Proia M. Soltane 8 1 0 28 May 2020
Testing for strict stationarity in a random coefficient autoregressive model Lorenzo Trapani 8 15 0 04 Jan 2019
A test of correlation in the random coefficients of an autoregressive process Frédéric Proia M. Soltane 52 4 0 21 Jun 2016
A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes Bernard Bercu Vassili Blandin 47 9 0 22 Oct 2012