Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses

DOI10.1155/2012/862398zbMath1264.62064OpenAlexW1980978406WikidataQ58912298 ScholiaQ58912298MaRDI QIDQ1955291

Lei Song, Hong Chang Hu, Xiao-Sheng Cheng

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/862398

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new stochastic mixed ridge estimator in linear regression model
• Deletion diagnostics for generalized linear models using the adjusted Poisson likelihood function
• The maximum earthquake in future \(T\) years: checking by a real catalog
• A note on monitoring time-varying parameters in an autoregression
• On asymptotics of t-type regression estimation in multiple linear model
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
• Fractal time series -- A tutorial review
• Fractals and hidden symmetries in DNA
• QML estimators in linear regression models with functional coefficient autoregressive processes
• Weighted empirical likelihood for generalized linear models with longitudinal data
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Strong consistency of least squares estimates in normal linear regression
• A paradox in least-squares estimation of linear regression models
• Fitting time series models to nonstationary processes
• Adjusted estimates and Wald statistics for the AR(1) model with constant
• On an autoregressive model with time-dependent coefficients
• Consistency of LS estimates of multiple regression under a lower order moment condition
• Bridge estimation for generalized linear models with a diverging number of parameters
• Stochastic calculus for fractional Brownian motion and related processes.
• Laws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear model
• Least squares estimation of linear regression models for convex compact random sets
• Asymptotics of regressions with stationary and nonstationary residuals.
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case II
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses