Pages that link to "Item:Q1931089"
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The following pages link to Statistical inference for generalized random coefficient autoregressive model (Q1931089):
Displaying 15 items.
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← 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)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- Empirical likelihood-based inference in regressive model with moment restrictions (Q2217815) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
- Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← 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)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
