Confidence regions in terms of statistical curvature for AR(q) nonlinear regression models

DOI10.1016/S0252-9602(17)30366-1zbMath1044.62035OpenAlexW2783875666MaRDI QIDQ1431131

Yingan Liu, Bo-Cheng Wei

Publication date: 27 May 2004

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30366-1

zbMATH Keywords

geometric frameworkstatistical curvature\(AR(q)\) errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02)

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