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"Nonparametric estimation of the distribution of the autoregressive ..."

Remigijus Leipus et al. (2017)

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DOI: 10.1016/J.JMVA.2016.09.007

access: open

type: Journal Article

metadata version: 2021-02-17

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Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite, Donatas Surgailis:
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. J. Multivar. Anal. 153: 121-135 (2017)

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