Title of article :
The local asymptotic normality of a class of generalized random coefficient autoregressive processes
Author/Authors :
S. Y. Hwang، نويسنده , , I. V. Basawa، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1997
Keywords :
Nonlinear time series , Random coefficient models , Asymptotic inference , local asymptotic normality
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters