Some Probabilistic and Statistical Properties of a Random Coefficient Autoregressive Model
Abstract
A statistical inference for random coefficient first-order autoregressive model [RCAR(1)] was investigated by P.M. ROBINSON (1978) in which the coefficients varying over individuals. In this paper we attempt to generalize this result to random coefficient autoregressive model of order p [RCAR(p)]. The stationarity condition will derived for this model.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.