First-order random coefficient autoregressive (RCA(1)) model: Joint Whittle estimation and information

Vazifedan, Turaj, Shitan, Mahendran, Thavaneswaran, A. . Acta et Commentationes Universitatis Tartuensis de Mathematica 2015. 19 (1) :3-10

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@article{CIS-283707,
  Author = {Vazifedan, Turaj and Shitan, Mahendran and Thavaneswaran, A.},
  Title = {First-order random coefficient autoregressive (RCA(1)) model: Joint Whittle estimation and information},
  Journal = {Acta et Commentationes Universitatis Tartuensis de Mathematica},
  Volume = {19},
  Number = {1},
  Year = {2015},
  Pages = {3--10},
  Keywords = {rca model, non-linear time series}
}

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