Pages that link to "Item:Q1380643"
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The following pages link to The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643):
Displaying 16 items.
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
- Local asymptotic normality of Hilbertian autoregressive processes (Q282874) (← links)
- Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference (Q537350) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Local asymptotic normality of multivariate ARMA processes with a linear trend (Q1909458) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
- (Q3677003) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)