A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185)

scientific article; zbMATH DE number 7719514

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English	A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5	scientific article; zbMATH DE number 7719514

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instance of

scholarly article

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title

A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (English)

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Statistical Methods and Applications

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publication date

27 July 2023

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zbMATH Keywords

empirical likelihood

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hypothesis test

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random coefficient

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variable selection

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10260-022-00671-0

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cites work

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Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood

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Variable selection using MM algorithms

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Using penalized likelihood to select parameters in a random coefficients multinomial logit model

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Statistical inference in a random coefficient panel model

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Modelling of low count heavy tailed time series data consisting large number of zeros and ones

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Dual likelihood

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Random coefficient autoregressive models: an introduction

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Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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Empirical likelihood ratio confidence regions

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Non-linear time series models for non-linear random vibrations

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A bivariate integer-valued bilinear autoregressive model with random coefficients

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STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS

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Penalized empirical likelihood for generalized linear models with longitudinal data

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Penalized high-dimensional empirical likelihood

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Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space

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Empirical likelihood and general estimating equations

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Variable selection using penalized empirical likelihood

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The Hartman-Wintner Law of the Iterated Logarithm for Martingales

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Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates

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Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

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The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes

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Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response

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First-order observation-driven integer-valued autoregressive processes

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Identifiers

DOI

10.1007/s10260-022-00671-0

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6109185