UPM Institutional Repository

First-order random coefficient autoregressive (RCA(1)) model : joint Whittle estimation and information.


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 (Unpublished)

Download File

[img] PDF
32293.pdf
Restricted to Repository staff only

Download (516kB)

Additional Metadata

Item Type: Conference or Workshop Item (Paper)
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

Actions (login required)

View Item View Item