Pages that link to "Item:Q6090562"
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The following pages link to Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562):
Displaying 7 items.
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
- Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843) (← links)
- Count network autoregression (Q6641047) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
