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Minimum distance estimation for random coefficient autoregressive models

Statistics \& Probability Letters, 34(4): 313--322, 1997.
Authors: V. Swaminathan and U. V. Naik-Nimbalkar
URL: http://www.sciencedirect.com/science/article/B6V1D-3SP2B5D-X/1/ed0994b69ea6a4f6b407f15919e90fce
Tags: Random autoregressive coefficient models
| URL | BibTeX  
@article{Swaminathan1997,
title = {Minimum distance estimation for random coefficient autoregressive models},
author = {V. Swaminathan and U. V. Naik-Nimbalkar},
day = {16},
journal = {Statistics \& Probability Letters},
month = {Jun},
number = {4},
pages = {313--322},
url = {http://www.sciencedirect.com/science/article/B6V1D-3SP2B5D-X/1/ed0994b69ea6a4f6b407f15919e90fce},
volume = {34},
year = {1997},
keywords = {Random autoregressive coefficient models }
}