Estimation and testing for a Poisson autoregressive model (Q626420): Difference between revisions

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-.1007/s00184-009-0274-z
@@ Property / DOI: 10.1007/s00184-009-0274-z / rank @@
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-De-Hui Wang
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+De-Hui Wang
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+W2028281658
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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+\(L_{p}\)-estimators in ARCH models
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+Q5434016
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+Markov chains and stochastic stability
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+A Score Test Against One-Sided Alternatives
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+Estimation in conditionally heteroscedatic time series models.
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+Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction
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+Inference for pth-order random coefficient integer-valued autoregressive processes
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+Local Estimation in AR Models with Nonparametric ARCH Errors
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+Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
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+Q3640775
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@@ Property / DOI @@
+.1007/S00184-009-0274-Z
@@ Property / DOI: 10.1007/S00184-009-0274-Z / rank @@
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+Publication:626420