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Statistics
A Journal of Theoretical and Applied Statistics
Volume 46, 2012 - Issue 4
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Original Articles

On the quasi-likelihood estimation for random coefficient autoregressions

L. Truquet IRMAR, Université de Rennes 1, Campus de Beaulieu, 35042, Rennes cedex, FranceCorrespondence[email protected]
&
J. Yao IRMAR, Université de Rennes 1, Campus de Beaulieu, 35042, Rennes cedex, France
Pages 505-521 | Received 21 Jul 2010, Accepted 16 Nov 2010, Published online: 25 Mar 2011

Citations (7)

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Read on this site (3)

Marta Regis, Paulo Serra & Edwin R. van den Heuvel. (2022) Random autoregressive models: A structured overview. Econometric Reviews 41:2, pages 207-230.
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Miodrag S. Djordjević. (2017) An extension on INAR models with discrete Laplace marginal distributions. Communications in Statistics - Theory and Methods 46:12, pages 5896-5913.
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Abdelouahab Bibi. (2016) Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models. Communications in Statistics - Theory and Methods 45:14, pages 4268-4284.
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Articles from other publishers (4)

Aleksandar S. Nastić, Miroslav M. Ristić & Miodrag S. Djordjević. (2016) An INAR model with discrete Laplace marginal distributions. Brazilian Journal of Probability and Statistics 30:1.
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Abdelhakim Aknouche. (2014) Quadratic random coefficient autoregression with linear-in-parameters volatility. Statistical Inference for Stochastic Processes 18:2, pages 99-125.
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Shiqing Ling, Liang Peng & Fukang Zhu. (2015) INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL. Journal of Time Series Analysis 36:1, pages 61-66.
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Zuzana Prášková. 2015. Stochastic Models, Statistics and Their Applications. Stochastic Models, Statistics and Their Applications 129 137 .

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