Pages that link to "Item:Q1873108"
From MaRDI portal
The following pages link to Strong convergence of estimators in nonlinear autoregressive models (Q1873108):
Displaying 11 items.
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- A weak convergence result useful in robust autoregression (Q1193961) (← links)
- Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (Q1302278) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- (Q4545631) (← links)
- (Q4839937) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- (Q5186701) (← links)
- Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)