Pages that link to "Item:Q2407522"
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The following pages link to Parametric inference of autoregressive heteroscedastic models with errors in variables (Q2407522):
Displaying 7 items.
- Statistical inferences in a partially linear model with autoregressive errors (Q2087660) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- (Q4290503) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
