Pages that link to "Item:Q5960140"
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The following pages link to Estimating functions for nonlinear time series models (Q5960140):
Displaying 21 items.
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- Nonparametric function estimation for time series by local average estimators (Q688404) (← links)
- A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- Quasi score-driven models (Q2697985) (← links)
- Combined estimating function for random coefficient models with correlated errors (Q2807745) (← links)
- Asymptotic efficiency of estimating function estimators for nonlinear time series models (Q2919541) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- Estimation of Parameters in the NLAR(p) Model (Q3552841) (← links)
- (Q3677005) (← links)
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616) (← links)
- Functional-Coefficient Regression Models for Nonlinear Time Series (Q4541319) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Estimating function method for nonnegative autoregressive models (Q6089513) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
