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

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+Q4715954
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+Erratum to: On geometric ergodicity of nonlinear autoregressive models
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+Q4399904
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+Q4207481
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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
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
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+Asymptotic Inference in Markov Processes
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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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