Citation
Shitan, Mahendran and Thavaneswaran, A. and Vazifedan, Turaj
(2014)
First-order random coefficient autoregressive (RCA(1)) model : joint Whittle estimation and information.
In: International Conference on Trends and Perspectives in Linear Statistical Inference (LINSTAT 2014), 24-28 Aug. 2014, Linkoping, Sweden. (pp. 1-35).
(Unpublished)
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Additional Metadata
Item Type: | Conference or Workshop Item (Paper) |
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Divisions: | Faculty of Science Institute for Mathematical Research |
Keywords: | Dynamic systems; Random Coefficient Autoregressive model (RCA); Nonlinear time series. |
Depositing User: | Samsida Samsudin |
Date Deposited: | 19 Nov 2014 00:55 |
Last Modified: | 19 Nov 2014 00:55 |
URI: | http://psasir.upm.edu.my/id/eprint/32293 |
Statistic Details: | View Download Statistic |
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