The following pages link to (Q4542751):
Displaying 39 items.
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
- Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
- Interval estimation for a simple bilinear model (Q2435727) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN TWO PARTIAL AUCS (Q2802782) (← links)
- Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series (Q2802910) (← links)
- Outliers in Time Series: An Empirical Likelihood Approach (Q2963073) (← links)
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
- Empirical likelihood inference for random coefficient INAR(p) process (Q4979102) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
- Empirical likelihood for moving average models (Q5078576) (← links)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models (Q6078257) (← links)