Pages that link to "Item:Q3462386"
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The following pages link to Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386):
Displaying 10 items.
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- (Q3140357) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
