QML estimators in linear regression models with functional coefficient autoregressive processes

DOI10.1155/2010/956907zbMath1189.62111WikidataQ58653439 ScholiaQ58653439MaRDI QIDQ980670

Hong Chang Hu

Publication date: 29 June 2010

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227407

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F10: Point estimation

Related Items

Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors, Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics, Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes, Nonlinear time series: computations and applications, Bahadur representations of M-estimators and their applications in general linear models, Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses, Pseudo-maximum likelihood estimators in linear regression models with fractional time series

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