Parameter Estimation for First-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter. - Jelloul Allal; Mohammed Benmoumen (Commun. Stat. Simul. Comput., 2013)

Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter. - Mohammed Benmoumen; Jelloul Allal; Imane Salhi (J. Appl. Math., 2019)