Pages that link to "Item:Q1193965"
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The following pages link to Estimation of multivariate non-linear time series models (Q1193965):
Displaying 15 items.
- Multivariate modelling of non-stationary economic time series (Q516109) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- Prediction mean square error for non-stationary multivariate time series using estimated parameters (Q899964) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607) (← links)
- Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- A tv-IVAR model for multivariate irregular time series (Q2795848) (← links)
- The Cepstral Model for Multivariate Time Series: The Vector Exponential Model (Q2960503) (← links)
- Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach (Q3007414) (← links)
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
