Pages that link to "Item:Q3959320"

The following pages link to THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (Q3959320):

Displaying 36 items.

• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• On parameter estimation of partly observed bilinear discrete-time stochastic systems (Q427490) (← links)
• Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
• Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
• Joint estimation using quadratic estimating function (Q642439) (← links)
• A standard error for the estimated state vector of a state-space model (Q1078969) (← links)
• The estimation of multivariate random coefficient autoregressive models (Q1169230) (← links)
• Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
• Generalized smoothed estimating functions for nonlinear time series. (Q1423103) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
• The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
• On an autoregressive model with time-dependent coefficients (Q1819515) (← links)
• Nonparametric estimation for some nonlinear models (Q1922244) (← links)
• Estimating the generalized autoregression model parameters for unknown noise distribution (Q1956883) (← links)
• A Bayesian hierarchical copula model (Q2219218) (← links)
• Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)
• Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
• Bayesian spatio-temporal random coefficient time series (BaST-RCTS) model of infectious disease (Q2343727) (← links)
• Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
• Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
• Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
• Combined estimating function for random coefficient models with correlated errors (Q2807745) (← links)
• A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
• ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
• Bayesian forecasting for AR(1) models with normal coefficients (Q3212164) (← links)
• (Q3353888) (← links)
• GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
• On nonlinear models for time series (Q4203659) (← links)
• Random coefficient autoregressive processes and the PUCK model with fluctuating potential (Q5006887) (← links)
• NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
• BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
• Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)