Browsing by Author "Yacef, Cylia"

Now showing 1 - 1 of 1
  • Thumbnail Image
    Item
    Consistency and asymptotic normality of Maximum Likelihood estimators of Autoregressive Random Coefficient Models
    (ummto, 2020) Yacef, Cylia
    his dissertation is devoted to the study of some properties of the random coefficient au- toregressive process. This process is commonly referred to as a sequence 89ffully described by its past values multiplied by random coefficients and disturbed by white noise. We treat some problems of the study of such processes: stationarity, conditions of existence of a stationary solution and unknown parameters estimation. We end this work with sim- ulations carried out by the R languag