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"Estimation and testing of multivariate random coefficient autoregressive ..."

Jin Chen et al. (2023)

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DOI: 10.1080/03610918.2020.1855445

access: closed

type: Journal Article

metadata version: 2023-02-25

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Jin Chen, Dehui Wang, Cong Li, Jingwen Huang:
Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood. Commun. Stat. Simul. Comput. 52(2): 291-308 (2023)

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