Pages that link to "Item:Q3077655"
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The following pages link to Estimation in nonstationary random coefficient autoregressive models (Q3077655):
Displayed 34 items.
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
- Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model (Q2807747) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model (Q2979975) (← links)
- (Q3098519) (← links)
- On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
- The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood (Q6171301) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)