Nicholls, D. F. The Box-Jenkins approach to random coefficient autoregressive modelling. (English) Zbl 0581.62074 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23A, 231-240 (1986). MSC: 62M10 PDFBibTeX XML
Nicholls, Des F.; Quinn, Barry G. Random coefficient autoregressive models: an introduction. (English) Zbl 0497.62081 Lecture Notes in Statistics, 11. New York - Heidelberg - Berlin: Springer-Verlag. V, 154 p. DM 26.00; $ 10.90 (1982). MSC: 62M10 62M20 62-02 PDFBibTeX XML
Nicholls, D. F.; Quinn, B. G. Multiple autoregressive models with random coefficients. (English) Zbl 0512.62084 J. Multivariate Anal. 11, 185-198 (1981). MSC: 62M10 PDFBibTeX XMLCite \textit{D. F. Nicholls} and \textit{B. G. Quinn}, J. Multivariate Anal. 11, 185--198 (1981; Zbl 0512.62084) Full Text: DOI
Quinn, B. G.; Nicholls, D. F. The estimation of random coefficient autoregressive models. II. (English) Zbl 0498.62079 J. Time Ser. Anal. 2, 185-203 (1981). MSC: 62M10 60F05 49M15 PDFBibTeX XMLCite \textit{B. G. Quinn} and \textit{D. F. Nicholls}, J. Time Ser. Anal. 2, 185--203 (1981; Zbl 0498.62079) Full Text: DOI
Nicholls, D. F.; Quinn, B. G. The estimation of multivariate random coefficient autoregressive models. (English) Zbl 0494.62080 J. Multivariate Anal. 11, 544-555 (1981). MSC: 62M10 93E10 62J02 60G42 60G10 PDFBibTeX XMLCite \textit{D. F. Nicholls} and \textit{B. G. Quinn}, J. Multivariate Anal. 11, 544--555 (1981; Zbl 0494.62080) Full Text: DOI
Quinn, B. G.; Nicholls, D. F. The stability of random coefficient autoregressive models. (English) Zbl 0491.62081 Int. Econ. Rev. 22, 741-744 (1981). MSC: 62M10 PDFBibTeX XMLCite \textit{B. G. Quinn} and \textit{D. F. Nicholls}, Int. Econ. Rev. 22, 741--744 (1981; Zbl 0491.62081) Full Text: DOI
Nicholls, D. F.; Quinn, B. G. The estimation of random coefficient autoregressive models. I. (English) Zbl 0495.62083 J. Time Ser. Anal. 1, 37-46 (1980). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{D. F. Nicholls} and \textit{B. G. Quinn}, J. Time Ser. Anal. 1, 37--46 (1980; Zbl 0495.62083) Full Text: DOI
Hall, A. D.; Nicholls, D. F. The evaluation of exact maximum likelihood estimates for VARMA models. (English) Zbl 0433.62062 J. Stat. Comput. Simulation 10, 251-262 (1980). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{A. D. Hall} and \textit{D. F. Nicholls}, J. Stat. Comput. Simulation 10, 251--262 (1980; Zbl 0433.62062) Full Text: DOI