Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood

Jin Chen, Dehui Wang, Cong Li, Jingwen Huang. Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood. Communications in Statistics - Simulation and Computation, 52(2):291-308, February 2023. [doi]

Authors

Jin Chen

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Dehui Wang

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Cong Li

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Jingwen Huang

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