Pages that link to "Item:Q849863"

The following pages link to Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863):

Displaying 15 items.

• On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
• QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
• The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• Asymptotic influence of mean-correction on estimating a periodic AR(1) model. (Q1775078) (← links)
• Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• Asset pricing with flexible beliefs (Q2687881) (← links)
• Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
• Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)