Statistical inference for generalized random coefficient autoregressive model (Q1931089): Difference between revisions

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+Parameter estimation for generalized random coefficient autoregressive processes
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+A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
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+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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+Asymptotic optimal inference for a class of nonlinear time series models
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+TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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+Q3999154
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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+Q4839368
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+Empirical likelihood confidence regions in time series models
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+Q4542751
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+An Empirical Likelihood Goodness-of-Fit Test for Time Series
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+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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+An adaptive empirical likelihood test for parametric time series regression models
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+Generalized empirical likelihood tests in time series models with potential identification failure
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+Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
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+Q3911791
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