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

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+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6374278
@@ Property / zbMATH DE Number: 6374278 / rank @@
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@@ Property / zbMATH Keywords @@
+CHARN model
@@ Property / zbMATH Keywords: CHARN model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+empirical likelihood
@@ Property / zbMATH Keywords: empirical likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+estimating function
@@ Property / zbMATH Keywords: estimating function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean square error
@@ Property / zbMATH Keywords: mean square error / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear time series model
@@ Property / zbMATH Keywords: nonlinear time series model / rank @@
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@@ Property / zbMATH Keywords @@
+optimal estimating function
@@ Property / zbMATH Keywords: optimal estimating function / rank @@
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@@ Property / cites work @@
+Asymptotic efficiency of conditional least squares estimators for ARCH models
+Normal rank
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+Estimating functions for nonlinear time series models
+Normal rank
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+On the accuracy of empirical likelihood confidence regions for linear regression model
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+Empirical likelihood confidence intervals for linear regression coefficients
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
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+Bootstrapping nonparametric estimators of the volatility function.
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+An Optimum Property of Regular Maximum Likelihood Estimation
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+Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Local polynomial estimators of the volatility function in nonparametric autoregression
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+Nonparametric vector autoregression
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+Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans
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+Q5598059
@@ Property / cites work: Q5598059 / rank @@
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+On conditional least squares estimation for stochastic processes
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+Empirical likelihood confidence regions in time series models
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood for linear models
@@ Property / cites work: Empirical likelihood for linear models / rank @@
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+Empirical likelihood in biased sample problems
@@ Property / cites work: Empirical likelihood in biased sample problems / rank @@
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+Empirical likelihood and general estimating equations
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+Estimation in nonlinear time series models
@@ Property / cites work: Estimation in nonlinear time series models / rank @@
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@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:475342