论文标题
评论在自回归过程的随机系数中存在串行相关性
Comments on the presence of serial correlation in the random coefficients of an autoregressive process
论文作者
论文摘要
我们认为RCAR $（P）$流程，我们确定一旦系数中存在非零串行相关性，标准估计就缺乏一致性。我们给出了正确的渐近行为，一些模拟来说明结果。
We consider an RCAR$(p)$ process and we establish that the standard estimation lacks consistency as soon as there exists a nonzero serial correlation in the coefficients. We give the correct asymptotic behavior and some simulations come to illustrate the results.
