Minimum Distance Estimation in Random Coefficient Regression Models
نویسندگان
چکیده
منابع مشابه
Minimum distance estimation for random coefficient autoregressive models
In this paper, we extend the minimum distance method of Beran (1993) to random coefficient autoregressive (RCA) models. After stating the necessary assumptions the asymptotic properties of the minimum distance estimator are derived. A M S classification: 62M05
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1994
ISSN: 0090-5364
DOI: 10.1214/aos/1176325767