Nicholls, D. F.; Quinn, B. G. The estimation of random coefficient autoregressive models. I. (English) Zbl 0495.62083 J. Time Ser. Anal. 1, 37-46 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 33 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 60F05 Central limit and other weak theorems Keywords:estimation of random coefficient autoregressive models; two stage regression procedure; central limit theorem; strong consistency; Monte Carlo experiment PDF BibTeX XML Cite \textit{D. F. Nicholls} and \textit{B. G. Quinn}, J. Time Ser. Anal. 1, 37--46 (1980; Zbl 0495.62083) Full Text: DOI References: [1] Andel J., Math. Operationsforsch. u. Statist. 7 pp 735– (1976) · Zbl 0346.62066 · doi:10.1080/02331887608801334 [2] DOI: 10.2307/2034876 · Zbl 0129.10701 · doi:10.2307/2034876 [3] DOI: 10.2307/2525877 · Zbl 0283.60065 · doi:10.2307/2525877 [4] DOI: 10.2307/2525802 · Zbl 0361.62092 · doi:10.2307/2525802 [5] DOI: 10.2307/3315017 · Zbl 0435.15022 · doi:10.2307/3315017 [6] D. F. Nicholls, and B. G. Quinn (1980 ) Multiple Autoregressive Models with Random Coefficients J. Mult. Anal. (to appear). · Zbl 0512.62084 [7] Rosenberg B., Ann. of Econ. and Soc. Meas. 2 pp 381– (1973) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.