First-order random coefficient autoregressive (RCA(1)) model : joint Whittle estimation and information.
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/32293/ http://psasir.upm.edu.my/id/eprint/32293/1/32293.pdf |