Pages that link to "Item:Q1816970"
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The following pages link to Adaptive estimation in a random coefficient autoregressive model (Q1816970):
Displaying 37 items.
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Optimal inference for instrumental variables regression with non-Gaussian errors (Q738130) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Weakly adaptive estimators in explosive autoregression (Q921786) (← links)
- Minimum distance estimators for random coefficient autoregressive models (Q1126147) (← links)
- Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
- Minimum distance estimation for random coefficient autoregressive models (Q1365166) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
- Asymptotic results for random coefficient bifurcating autoregressive processes (Q2934854) (← links)
- Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(<i>p</i>,<i>q</i>) Model (Q3007852) (← links)
- (Q3098519) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)
- \(L_p\)-functionals for change point detection in random coefficient autoregressive models (Q6137828) (← links)
- Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood (Q6171301) (← links)
- Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
