Pages that link to "Item:Q1373195"
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The following pages link to Efficient estimation in nonlinear autoregressive time-series models (Q1373195):
Displaying 50 items.
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Semi-parametric regression: efficiency gains from modeling the nonparametric part (Q453301) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- A bound for estimation in nonlinear time series models by independence testing methods (Q1097618) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
- Estimators for alternating nonlinear autoregression (Q2519039) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
- Test for periodicity in restrictive EXPAR models (Q2815943) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- Efficient Estimation of the Parameter Path in Unstable Time Series Models (Q3065364) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (Q3321309) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- A new Laplace second-order autoregressive time-series model--NLAR(2) (Q3709712) (← links)
- Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (Q4431621) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← links)
- Estimation in periodic restricted EXPAR(1) models (Q5085063) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)
- Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
