Random Coefficient Autoregressive Models: An Introduction: An Introduction by D. F. Nicholls, B. G. Quinn

Random Coefficient Autoregressive Models: An Introduction: An Introduction

Lecture Notes in Statistics

D. F. Nicholls, B. G. Quinn

154 pages missing pub info (editions)

nonfiction mathematics informative medium-paced
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In this monograph we have considered a class of autoregressive models whose coefficients are random. The models have special appeal among the non-linear models so far considered in the statistical literature, in that their analysis is quite tracta...

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