MULTIPLE AUTOREGRESSIVE MODELS WITH RANDOM-COEFFICIENTS

被引：10

|

作者：

NICHOLLS, DF

QUINN, BG

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1981年 / 11卷 / 02期

关键词：

D O I：

10.1016/0047-259X(81)90108-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：185 / 198

页数：14

相关论文

共 50 条

[21] ON THE ASYMPTOTIC DISTRIBUTIONS OF MAXIMA OF TRIGONOMETRIC POLYNOMIALS WITH RANDOM-COEFFICIENTS
TURKMAN, KF
WALKER, AM
[J]. ADVANCES IN APPLIED PROBABILITY, 1984, 16 (04) : 819 - 842
[22] An instrumental variable random-coefficients model for binary outcomes
Chesher, Andrew
Rosen, Adam M.
[J]. ECONOMETRICS JOURNAL, 2014, 17 (02): : S1 - S19
[23] GENERALIZED ESTIMATORS OF STATIONARY RANDOM-COEFFICIENTS PANEL DATA MODELS: ASYMPTOTIC AND SMALL SAMPLE PROPERTIES
Abonazel, Mohamed Reda
[J]. REVSTAT-STATISTICAL JOURNAL, 2019, 17 (04) : 493 - 521
[24] STABILITY IN THE MEAN OF SOME RANDOM LINEAR-SYSTEMS WITH RANDOM-COEFFICIENTS IN MECHANICS
GABETTA, E
[J]. BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA, 1984, 3B (01): : 211 - 221
[25] RANDOM PSEUDODIFFERENTIAL-OPERATORS AND THE STABILIZATION OF SOLUTIONS OF PARABOLIC EQUATIONS WITH RANDOM-COEFFICIENTS
DEDIK, PE
SUBIN, MA
[J]. MATHEMATICS OF THE USSR-SBORNIK, 1980, 113 (01): : 33 - 52
[26] SEQUENTIAL ESTIMATION OF THE PARAMETER OF A STOCHASTIC DIFFERENCE EQUATION WITH RANDOM-COEFFICIENTS
PERGAMENSHCHIKOV, SM
SHIRYAEV, AN
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1992, 37 (03) : 449 - 470
[27] NONLINEAR ELLIPTIC-EQUATIONS WITH HIGHLY OSCILLATORY RANDOM-COEFFICIENTS
BENSOUSSAN, A
BLANKENSHIP, G
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1987, 304 (14): : 419 - 422
[28] AVERAGING AND FLUCTUATIONS FOR PARABOLIC EQUATIONS WITH RAPIDLY OSCILLATING RANDOM-COEFFICIENTS
WATANABE, H
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1988, 77 (03) : 359 - 378
[29] ON THE DISTRIBUTION OF THE MINIMAL SOLUTION TO A LINEAR DIOPHANTINE EQUATION WITH RANDOM-COEFFICIENTS
DOLGOPYAT, DI
[J]. FUNCTIONAL ANALYSIS AND ITS APPLICATIONS, 1994, 28 (03) : 168 - 177
[30] CHARACTERISTICS OF ACQUIRED FIRMS - FIXED AND RANDOM-COEFFICIENTS PROBIT ANALYSES
HARRIS, RS
STEWART, JF
GUILKEY, DK
CARLETON, WT
[J]. SOUTHERN ECONOMIC JOURNAL, 1982, 49 (01) : 164 - 184

← 1 2 3 4 5 →