Estimators for alternating nonlinear autoregression (Q2519039): Difference between revisions

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-.1016/j.jmva.2008.04.011
@@ Property / DOI: 10.1016/j.jmva.2008.04.011 / rank @@
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+Q4715954
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+Erratum to: On geometric ergodicity of nonlinear autoregressive models
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+Q4399904
@@ Property / cites work: Q4399904 / rank @@
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+Q4207481
@@ Property / cites work: Q4207481 / rank @@
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+On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
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+Local asymptotic normality and mixed normality for Markov statistical models
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+Efficient estimation in nonlinear autoregressive time-series models
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+Q4660422
@@ Property / cites work: Q4660422 / rank @@
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+Empirical likelihood ratio confidence intervals for a single functional
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@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
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+Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
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+Asymptotic Inference in Markov Processes
@@ Property / cites work: Asymptotic Inference in Markov Processes / rank @@
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+Correction to ``A note on the construction of asymptotically linear estimators''
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+Correction to: On efficient estimation in regression models
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+Estimating the innovation distribution in nonlinear autoregressive models
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@@ Property / DOI @@
+.1016/J.JMVA.2008.04.011
@@ Property / DOI: 10.1016/J.JMVA.2008.04.011 / rank @@
+Normal rank