Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180): Difference between revisions

@@ Property / DOI @@
-.1515/jtse-2016-0024
@@ Property / DOI: 10.1515/jtse-2016-0024 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+ASAP3
@@ Property / describes a project that uses: ASAP3 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1515/jtse-2016-0024
+Normal rank
@@ Property / OpenAlex ID @@
+W2914788346
@@ Property / OpenAlex ID: W2914788346 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4067292
@@ Property / cites work: Q4067292 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4117778
@@ Property / cites work: Q4117778 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Q4862306
@@ Property / cites work: Q4862306 / rank @@
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+Q3996777
@@ Property / cites work: Q3996777 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2760390
@@ Property / cites work: Q2760390 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Stability of Short-Run Market Equilibrium: A Comment
+Normal rank
@@ Property / cites work @@
+Q3098636
@@ Property / cites work: Q3098636 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Differential Equations
@@ Property / cites work: An Introduction to Differential Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stability and oscillations in single-species processes with past memory†
+Normal rank
@@ Property / cites work @@
+Q3807603
@@ Property / cites work: Q3807603 / rank @@
+Normal rank
@@ Property / cites work @@
+Kalman Filtering
@@ Property / cites work: Kalman Filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Local lagged adapted generalized method of moments and applications
+Normal rank
@@ Property / cites work @@
+Q4839955
@@ Property / cites work: Q4839955 / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION OF PARAMETERS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+The Estimation of Linear Differential Equations with Constant Coefficients
+Normal rank
@@ Property / cites work @@
+Robust inference with GMM estimators
@@ Property / cites work: Robust inference with GMM estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Comparative study of estimation methods for continuous time stochastic processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation
+Normal rank
@@ Property / cites work @@
+CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
+Normal rank
@@ Property / cites work @@
+ASAP3: a batch means procedure for steady-state simulation analysis
+Normal rank
@@ Property / cites work @@
+Variance estimation in the central limit theorem for Markov chains
+Normal rank
@@ Property / cites work @@
+Q4115333
@@ Property / cites work: Q4115333 / rank @@
+Normal rank
@@ Property / cites work @@
+All of Nonparametric Statistics
@@ Property / cites work: All of Nonparametric Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive estimation of time-average variance constants
+Normal rank
@@ Property / cites work @@
+Q5423050
@@ Property / cites work: Q5423050 / rank @@
+Normal rank
@@ Property / DOI @@
+.1515/JTSE-2016-0024
@@ Property / DOI: 10.1515/JTSE-2016-0024 / rank @@
+Normal rank