A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model

被引：0
|
作者：
Zhao, Zhi-Wen [1 ]
Wang, De-Hui [2 ]
Peng, Cui-Xin [3 ]
Bi, Li [1 ]
机构：
[1] Jilin Normal Univ, Coll Math, Siping 136000, Peoples R China
[2] Jilin Univ, Coll Math, Changchun, Peoples R China
[3] Jilin Normal Univ, Publ Foreign Languages Dept, Siping, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Asymptotic distribution; explosive random coefficient autoregressive model; least squares estimation; Primary; 62M10; Secondary; 91B62;
D O I：
10.1080/03610926.2015.1032422
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This note is concerned with the limiting properties of the least squares estimation for the random coefficient autoregressive model. In contrast with existing results, ours is applicable to a wide range of models under more general assumptions.
引用
收藏
页码：2002 / 2006
页数：5
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