QML estimators in linear regression models with functional coefficient autoregressive processes

DOI10.1155/2010/956907zbMath1189.62111OpenAlexW1995726632WikidataQ58653439 ScholiaQ58653439MaRDI QIDQ980670

Hong Chang Hu

Publication date: 29 June 2010

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

Full work available at URL: https://eudml.org/doc/227407

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (7)

Bahadur representations of M-estimators and their applications in general linear models ⋮ Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors ⋮ Nonlinear time series: computations and applications ⋮ Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics ⋮ Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes ⋮ Pseudo-maximum likelihood estimators in linear regression models with fractional time series

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