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Random Coefficient Autoregressive Models: An Introduction
Nicholls, D. F.; Quinn, B. G.
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Description for Random Coefficient Autoregressive Models: An Introduction
Paperback. Series: Lecture Notes in Statistics. Num Pages: 160 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 9. Weight in Grams: 260.
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 tractable. It has been possible to find conditions for stationarity and stability, to derive estimates of the unknown parameters, to establish asymptotic properties of these estimates and to obtain tests of certain hypotheses of interest. We are grateful to many colleagues in both Departments of Statistics at the Australian National University and in the Department of Mathematics at the University of Wo110ngong. Their ... Read more
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 tractable. It has been possible to find conditions for stationarity and stability, to derive estimates of the unknown parameters, to establish asymptotic properties of these estimates and to obtain tests of certain hypotheses of interest. We are grateful to many colleagues in both Departments of Statistics at the Australian National University and in the Department of Mathematics at the University of Wo110ngong. Their ... Read more
Product Details
Format
Paperback
Publication date
1982
Publisher
Springer-Verlag New York Inc. United States
Number of pages
160
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
154
Place of Publication
New York, NY, United States
ISBN
9780387907666
SKU
V9780387907666
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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