Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817): Difference between revisions

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+Q5523797
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+Adaptive estimates for autoregressive processes
@@ Property / cites work: Adaptive estimates for autoregressive processes / rank @@
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+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
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+Robust Estimation of the First-Order Autoregressive Parameter
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+Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
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+Some forecasting applications of partially adaptive estimators of ARIMA models
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+Adaptive estimation of regression models via moment restrictions
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+Uniform Convergence in Probability and Stochastic Equicontinuity
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+Partially adaptive estimation via a normal mixture
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+A note on partially adaptive estimation via a normal mixture
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+Forecasting in the presence of large shocks
@@ Property / cites work: Forecasting in the presence of large shocks / rank @@
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+On the robustness of two alternatives to least squares: A Monte Carlo study
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+Partially adaptive estimation of nonlinear models via a normal mixture
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+A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
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+Adaptive estimation in time series regression models
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+https://doi.org/10.1016/s0378-3758(01)00269-5
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+W1999362606
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