Partially adaptive estimation of nonlinear models via a normal mixture
From MaRDI portal
Publication:4246595
DOI10.1080/07474939908800437zbMath0928.62077OpenAlexW2112652512MaRDI QIDQ4246595
Publication date: 11 January 2000
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939908800437
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)
Related Items (3)
Information-Theoretic Distribution Test with Application to Normality ⋮ ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION ⋮ Partially adaptive estimation of autoregressive processes via a normal mixture
Cites Work
- Unnamed Item
- Forecasting in the presence of large shocks
- A constrained maximum-likelihood approach to estimating switching regressions
- Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
- On adaptive estimation
- Adaptive estimation in time series regression models
- Adaptive estimates for autoregressive processes
- Adaptive estimation of regression models via moment restrictions
- Some forecasting applications of partially adaptive estimators of ARIMA models
- Partially adaptive estimation via a normal mixture
- A generalization of the beta distribution with applications
- A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
- On the robustness of two alternatives to least squares: A Monte Carlo study
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- On adaptive estimation in stationary ARMA processes
- Stochastic Limit Theory
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Linear Statistical Inference and its Applications
This page was built for publication: Partially adaptive estimation of nonlinear models via a normal mixture
