Pages that link to "Item:Q1802320"
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The following pages link to Asymptotic optimal inference for a class of nonlinear time series models (Q1802320):
Displayed 13 items.
- Inference for a binary lattice Markov process (Q1284589) (← links)
- Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← 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)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
- Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)