Note on parameter estimation for general non–linear time series models

DOI10.1080/02331888708802055zbMath0636.62087OpenAlexW1983212824MaRDI QIDQ3776441

Wilfried Loges

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802055

zbMATH Keywords

strong consistencyKronecker's lemmaLeast squares estimationnonlinear autoregressive processesergodic martingale difference sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Nonlinear nonnegative ar(1) processes ⋮ Nonlinear positive ar(2) processes ⋮ Robust recursive estimation in nonlinear time series ⋮ Unnamed Item ⋮ On nonlinear models for time series

Cites Work

• Unbiasedness of tests for homogeneity
• An Algorithm for Finding the Exact Significance Levels of r × c Contingency Tables
• Inequalities: theory of majorization and its applications
• Unnamed Item
• Unnamed Item

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