QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes
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 given. Secondly, under general conditions, the asymptotic properties (existence, consistency, and asym...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2010-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2010/956907 |