Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648): Difference between revisions

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+Strong consistency of least squares estimates in dynamic models
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+Q5560061
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+Estimation of the mean and the initial probabilities of a branching process
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A NOTE ON MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLE BRANCHING PROCESSES
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+Quasi-likelihood estimation for semimartingales
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+Estimation of the parameters of a branching process from migrating binomial observations
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+Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+On population-size-dependent branching processes
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+Strong consistency of least squares estimates in multiple regression II
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+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Asymptotic properties of nonlinear least squares estimates in stochastic regression models
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+Modelling the PCR amplification process by a size-dependent branching process and estimation of the efficiency
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+Identification of multitype branching processes
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+Estimation in a class of nonlinear heteroscedastic time series models
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+Random sums and branching stochastic processes
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+Central limit theorems for local martingales
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+Strong consistency in nonlinear stochastic regression models.
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+Asymptotic properties of least-squares estimates in stochastic regression models
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+Asymptotic theory of nonlinear least squares estimation
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+On least squares estimation for stable nonlinear AR processes
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