Pages that link to "Item:Q1299549"
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The following pages link to Parameter estimation for generalized random coefficient autoregressive processes (Q1299549):
Displayed 39 items.
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process (Q730831) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- On random coefficient INAR(1) processes (Q1935708) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
- The least-squares criteria of the random coefficient dynamic regression model (Q2320764) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model (Q2979975) (← links)
- (Q3098519) (← links)
- On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
- (Q3143804) (← links)
- Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
- Estimation of Parameters in the NLAR(p) Model (Q3552841) (← links)
- Limit Theory for Random Coefficient First-Order Autoregressive Process (Q3585291) (← links)
- A p-Order signed integer-valued autoregressive (SINAR(p)) model (Q4979104) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← links)
- Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364) (← links)
- Estimation of parameters in the MDDRCINAR(<i>p</i>) model (Q6050546) (← links)
- A new bivariate autoregressive model driven by logistic regression (Q6060866) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)