Estimating function approach for CHARN models (Q475342): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency of conditional least squares estimators for ARCH models
+Normal rank
@@ Property / cites work @@
+Estimating functions for nonlinear time series models
+Normal rank
@@ Property / cites work @@
+On the accuracy of empirical likelihood confidence regions for linear regression model
+Normal rank
@@ Property / cites work @@
+Empirical likelihood confidence intervals for linear regression coefficients
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
+Normal rank
@@ Property / cites work @@
+Bootstrapping nonparametric estimators of the volatility function.
+Normal rank
@@ Property / cites work @@
+An Optimum Property of Regular Maximum Likelihood Estimation
+Normal rank
@@ Property / cites work @@
+The foundations of finite sample estimation in stochastic processes
+Normal rank
@@ Property / cites work @@
+Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Local polynomial estimators of the volatility function in nonparametric autoregression
+Normal rank
@@ Property / cites work @@
+Nonparametric vector autoregression
@@ Property / cites work: Nonparametric vector autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+A Central Limit Theorem for a Class of Dependent Random Variables
+Normal rank
@@ Property / cites work @@
+Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans
+Normal rank
@@ Property / cites work @@
+Q5598059
@@ Property / cites work: Q5598059 / rank @@
+Normal rank
@@ Property / cites work @@
+On conditional least squares estimation for stochastic processes
+Normal rank
@@ Property / cites work @@
+\(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
+Normal rank
@@ Property / cites work @@
+Empirical likelihood confidence regions in time series models
+Normal rank
@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
+Normal rank
@@ Property / cites work @@
+Estimation in a class of nonlinear heteroscedastic time series models
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
+Normal rank
@@ Property / cites work @@
+Empirical likelihood for linear models
@@ Property / cites work: Empirical likelihood for linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood in biased sample problems
@@ Property / cites work: Empirical likelihood in biased sample problems / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
+Normal rank
@@ Property / cites work @@
+Estimation in nonlinear time series models
@@ Property / cites work: Estimation in nonlinear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank