Rejoinder to: ``Feature matching in time series modeling.

DOI10.1214/11-STS345REJzbMath1426.62269arXiv1201.1379OpenAlexW2300421123MaRDI QIDQ635412

Howell Tong, Yingcun Xia

Publication date: 19 August 2011

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.1379

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Estimation and inference of threshold regression models with measurement errors

Cites Work

• Analysis of rounded data from dependent sequences
• Generalised information criteria in model selection
• Maximum Likelihood Estimation of Misspecified Models

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