Pages that link to "Item:Q1079909"
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The following pages link to Estimation in nonlinear time series models (Q1079909):
Displaying 40 items.
- Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach (Q3007414) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Estimation of Some Bilinear Time Series Models with Time Varying Coefficients (Q3158142) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- (Q3753286) (← links)
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616) (← links)
- STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (Q3823028) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- On a class of nonlinear time series models for biological population abundance data (Q4258933) (← links)
- (Q4276219) (← links)
- ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS (Q4324818) (← links)
- (Q4351556) (← links)
- Nuisance parameter free properties of correlation integral based statistics (Q4355134) (← links)
- Nonparametric regression for nonstationary processes (Q4485017) (← links)
- Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338) (← links)
- On Shifted Geometric INAR(1) Models Based on Geometric Counting Series (Q4904688) (← links)
- An INAR(1) model based on a mixed dependent and independent counting series (Q4960545) (← links)
- A mixed thinning based geometric INAR(1) model (Q5020387) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Estimation in periodic restricted EXPAR(1) models (Q5085063) (← links)
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- Optimized adaptive prediction (Q5123722) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
- Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion (Q6085831) (← links)
- The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
- Exploring novel approaches for estimating fractional stochastic processes through practical applications (Q6569190) (← links)
- A general asymptotic theory for time-series models (Q6573259) (← links)
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
- A binomial integer-valued ARCH model (Q6632742) (← links)
