Pages that link to "Item:Q2740102"
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The following pages link to Functional coefficient autoregressive models: estimation and tests of hypotheses (Q2740102):
Displaying 19 items.
- Investigating asymptotic properties of vector nonlinear time series models (Q645738) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Estimation of functional-coefficient autoregressive models with measurement error (Q2079617) (← links)
- Spline estimation of functional coefficient regression models for time series with correlated errors (Q2251711) (← links)
- Functional Ross recovery: theoretical results and empirical tests (Q2338541) (← links)
- Functional coefficient autoregressive conditional root model (Q2391922) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- (Q3534423) (← links)
- Nonlinear ARMA models with functional MA coefficients (Q3552863) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- Wavelet estimation of functional coefficient regression models (Q4603598) (← links)
- Estimating function method for product autoregressive models (Q4976586) (← links)
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
