Random Coefficient Autoregressive Models: An Introduction

BOOK published 1982 in Lecture Notes in Statistics

Authors: Des F. Nicholls | Barry G. Quinn

Miscellanea. Random coefficient autoregressive models for longitudinal data

JOURNAL ARTICLE published 1 September 1999 in Biometrika

Authors: M Rahiala

Adaptive estimation in a random coefficient autoregressive model

JOURNAL ARTICLE published 1 June 1996 in The Annals of Statistics

Authors: Hira L. Koul | Anton Schick

Estimation of Random Coefficient Autoregressive Model with Error in Covariates

JOURNAL ARTICLE published 2 May 2024 in Axioms

Research funded by National Natural Science Foundation of China (12271231,12001229,11901053) | Natural Science Foundation of Jilin Province (20240101291JC)

Authors: Xiaolei Zhang | Jin Chen | Qi Li

Autoregressive coefficient estimation in nonparametric analysis

JOURNAL ARTICLE published November 2011 in Journal of Time Series Analysis

Authors: Q. Shao | L. J. Yang

Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test

JOURNAL ARTICLE published September 2023 in Journal of Time Series Analysis

Research funded by National Research Foundation of Korea (2021A2C1004009)

Authors: Sangyeol Lee | Minyoung Jo

Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter

JOURNAL ARTICLE published 13 May 2019 in Journal of Applied Mathematics

Authors: Mohammed Benmoumen | Jelloul Allal | Imane Salhi

NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES

JOURNAL ARTICLE published October 2008 in Econometric Theory

Authors: Alexander Aue

An additive outlier detection procedure in random coefficient autoregressive models

PROCEEDINGS ARTICLE published 2015 in AIP Conference Proceedings

Authors: Kamil Khalid | Ibrahim Mohamed | Norli Anida Abdullah

Conditional L1 estimation for random coefficient integer-valued autoregressive processes

JOURNAL ARTICLE published January 2013 in Statistics & Risk Modeling

Authors: Xi Chen | Lihong Wang

Flexible Estimation of Random Coefficient Logit Models of Differentiated Products Demand

POSTED CONTENT published

Authors: Johannes Kandelhardt

Risk efficient estimation of fully dependent random coefficient autoregressive models of general order

JOURNAL ARTICLE published 2 September 2018 in Communications in Statistics - Theory and Methods

Authors: Bikram Karmakar | Indranil Mukhopadhyay

PRE-SERVICE CHEMISTRY TEACHERS’ ABILITY TO NOTICE WHEN ENTERING THE OBSERVATION PRACTICE COURSE

BOOK CHAPTER published 2021 in University education of future science teachers

Authors: Linda Honskusová | Charles University, Prague | Karel Vojíř | Martin Rusek | Charles University, Prague | Charles University, Prague

Introduction

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL

JOURNAL ARTICLE published June 1996 in Australian Journal of Statistics

Authors: Anton Schick

Testing for random coefficient autoregressive and stochastic unit root models

JOURNAL ARTICLE published 6 March 2023 in Studies in Nonlinear Dynamics & Econometrics

Authors: Daisuke Nagakura

L₁penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

JOURNAL ARTICLE published May 2012 in Applied Stochastic Models in Business and Industry

Authors: Saber Fallahpour | S. Ejaz Ahmed | Kjell A. Doksum

Random coefficient first-order autoregressive models

JOURNAL ARTICLE published August 1980 in Journal of Econometrics

Authors: Lon-Mu Liu | George C. Tiao

Speech Perception and Production in Cochlear Implant Recipients with Pendred Syndrome

JOURNAL ARTICLE published 8 July 2021 in Balkan Medical Journal

Authors: Jiri Skrivan | Department of Ear, Nose and Throat, Second Faculty of Medicine, Charles University in Prague and Motol University Hospital, Prague, Czechia | Michal Jurovcik | Zdenka Aksenovova | Jaromír Astl | Radka Kremlikova Pourova | Petra Dytrych | Tomas Sieger | Department of Ear, Nose and Throat, Second Faculty of Medicine, Charles University in Prague and Motol University Hospital, Prague, Czechia | Department of Ear, Nose and Throat, Second Faculty of Medicine, Charles University in Prague and Motol University Hospital, Prague, Czechia | Department of Otorhinolaryngology and Maxillofacial Surgery, Third Faculty of Medicine, Charles University in Prague and Military University Hospital, Prague, Czechia | Department of Biology and Medical Genetics, Second Faculty of Medicine, Charles University in Prague and Motol University Hospital, Prague, Czechia | Department of Ear, Nose and Throat, Second Faculty of Medicine, Charles University in Prague and Motol University Hospital, Prague, Czechia | Department of Neurology and Center of Clinical Neuroscience, First Faculty of Medicine, Charles University in Prague and Motol University Hospital, Prague, Czechia

The Stability of Random Coefficient Autoregressive Models

JOURNAL ARTICLE published October 1981 in International Economic Review

Authors: B. G. Quinn | D. F. Nicholls