Estimation of Parameters in the NLAR(p) Model (Q3552841): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Time series: theory and methods / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating functions for nonlinear time series models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A new Laplace second-order autoregressive time-series model--NLAR(2) / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Quasi-likelihood estimation for semimartingales / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Parameter estimation for generalized random coefficient autoregressive processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Random coefficient autoregressive models: an introduction / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Maximum quasi‐likelihood estimation for the near(2) model / rank | |||
Normal rank | |||
Latest revision as of 17:02, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Parameters in the NLAR(p) Model |
scientific article |
Statements
Estimation of Parameters in the NLAR(p) Model (English)
0 references
22 April 2010
0 references
conditional least squares
0 references
maximum quasi-likelihood
0 references
weighted conditional least squares
0 references
