Estimating function approach for CHARN models (Q475342): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / zbMATH DE Number: 6374278 / rank | |||
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CHARN model | |||
Property / zbMATH Keywords: CHARN model / rank | |||
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empirical likelihood | |||
Property / zbMATH Keywords: empirical likelihood / rank | |||
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estimating function | |||
Property / zbMATH Keywords: estimating function / rank | |||
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mean square error | |||
Property / zbMATH Keywords: mean square error / rank | |||
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nonlinear time series model | |||
Property / zbMATH Keywords: nonlinear time series model / rank | |||
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optimal estimating function | |||
Property / zbMATH Keywords: optimal estimating function / rank | |||
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Revision as of 17:44, 30 June 2023
scientific article
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English | Estimating function approach for CHARN models |
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Estimating function approach for CHARN models (English)
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26 November 2014
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CHARN model
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empirical likelihood
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estimating function
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mean square error
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nonlinear time series model
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optimal estimating function
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