Some Probabilistic and Statistical Properties of a Random Coefficient Autoregressive Model

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dc.creatorBouchemella, A.
dc.creatorBibi, A.
dc.date2008-11-12
dc.date.accessioned2026-07-07T10:17:41Z
dc.date.available2026-07-07T10:17:41Z
dc.descriptionA 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.
dc.descriptionSubmitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0811.1846
dc.identifierhttp://arxiv.org/abs/0811.1846
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/173937
dc.subjectStatistics Theory
dc.titleSome Probabilistic and Statistical Properties of a Random Coefficient Autoregressive Model
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