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

页码：2002 / 2006

页数：5

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