Estimation of Parameters in the NLAR(p) Model
From MaRDI portal
Publication:3552841
DOI10.1111/j.1467-9892.2008.00574.xzbMath1199.62020OpenAlexW2157389387MaRDI QIDQ3552841
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00574.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10)
Related Items
Maximum likelihood estimation of the DDRCINAR(p) model, Modelling heavy-tailedness in count time series, Integer-valued bilinear model with dependent counting series, A new INAR model based on Poisson-BE2 innovations, A mixture integer-valued ARCH model, Flexible and Robust Mixed Poisson INGARCH Models
Cites Work
- Time series: theory and methods
- Random coefficient autoregressive models: an introduction
- Parameter estimation for generalized random coefficient autoregressive processes
- Quasi-likelihood estimation for semimartingales
- A new Laplace second-order autoregressive time-series model--NLAR(2)
- Maximum quasi‐likelihood estimation for the near(2) model
- Estimating functions for nonlinear time series models