Pages that link to "Item:Q2426824"

The following pages link to Estimation in a class of nonlinear heteroscedastic time series models (Q2426824):

Displaying 20 items.

• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
• On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
• Estimation in nonlinear time series models (Q1079909) (← links)
• SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607) (← links)
• Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
• Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach (Q3007414) (← links)
• ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616) (← links)
• ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS (Q4324818) (← links)
• (Q4343881) (← links)
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
• Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
• Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)