CWLS and ML estimates in a heteroscedastic RCA(1)model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F04%3A00003483" target="_blank" >RIV/00216208:11320/04:00003483 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
CWLS and ML estimates in a heteroscedastic RCA(1)model
Original language description
The paper concerns with parameter estimation in a heteroscedastic random coefficient autoregression model. Strong consistency and asymptotic normality are proved.
Czech name
CWLS a ML odhady v heteroskedastickém RCA(1) modelu
Czech description
WLS a ML odhady v heteroskedastickém RCA(1) modelu
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F03%2F0945" target="_blank" >GA201/03/0945: Statistical models for structural changes and related problems II.</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistics and Decision
ISSN
0721-2631
e-ISSN
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Volume of the periodical
22
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
15
Pages from-to
245-259
UT code for WoS article
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EID of the result in the Scopus database
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