Pages that link to "Item:Q1802320"

The following pages link to Asymptotic optimal inference for a class of nonlinear time series models (Q1802320):

Displaying 39 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)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference (Q537350) (← links)
• Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
• Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
• Inference for a binary lattice Markov process (Q1284589) (← links)
• Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
• Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
• The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
• Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
• Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
• Asymptotic efficiency of estimating function estimators for nonlinear time series models (Q2919541) (← links)
• Optimal tests in AR (<i>m</i>) time series model (Q2974959) (← links)
• Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(<i>p</i>,<i>q</i>) Model (Q3007852) (← links)
• Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
• Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291) (← links)
• ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
• Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
• (Q4537851) (← links)
• Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
• (Q5066205) (← links)
• Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)
• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
• Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
• Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (Q5176484) (← links)
• Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
• Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)
• A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
• Tests in functional autoregressive processes via local asymptotic normality condition (Q6641364) (← links)