QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes
Work
Year: 2010
Type: article
Abstract: This paper studies a linear regression model, whose errors are functional coefficient autoregressive processes. Firstly, the quasi‐maximum likelihood (QML) estimators of some unknown parameters are gi... more
Author Hongchang Hu
Institution Hubei Normal University
Cites: 55
Cited by: 10
Related to: 10
FWCI: 0.859
Citation percentile (by year/subfield): 62.9
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $2,400