Estimation of multivariate non-linear time series models
type: Item
instance of: scholarly article
title: Estimation of multivariate non-linear time series models
zbMATH Open document ID: 0746.62092
DOI: 10.1016/0378-3758(91)90009-4
author: A. Thavaneswaran
author: Bovas Abraham
published in: Journal of Statistical Planning and Inference
publication date: 1992-09-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 63549
zbMATH Keywords: nonlinear ARCH model
zbMATH Keywords: autoregressive conditional heteroscedastic model
zbMATH Keywords: optimal estimating function
zbMATH Keywords: missing observations
zbMATH Keywords: time-varying parameters
zbMATH Keywords: nonlinear time series models
zbMATH Keywords: heteroscedastic model
zbMATH Keywords: lagged dependent variables
zbMATH Keywords: simultaneous optimal estimation
zbMATH Keywords: conditional mean
zbMATH Keywords: functional estimation
zbMATH Keywords: prefiltered optimal approach
MaRDI profile type: Publication
full work available at URL: 0378-3758(91)90009-4
OpenAlex ID: W1998118658
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description: scientific article; zbMATH DE number 63549