Nicholls, Des F.; Quinn, Barry G. Random coefficient autoregressive models: an introduction. (English) Zbl 0497.62081 Lecture Notes in Statistics, 11. New York - Heidelberg - Berlin: Springer-Verlag. V, 154 p. DM 26.00; $ 10.90 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 ReviewsCited in 148 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction 62-02 Research exposition (monographs, survey articles) pertaining to statistics Keywords:consistency; central limit theorem; random coefficient autoregressive models; existence of stationary solutions; stability of solutions; asymptotic properties; least squares; maximum likelihood estimators; simulations; computational problems; best linear predictor; best predictor PDF BibTeX XML