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, 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