Pages that link to "Item:Q1085552"
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The following pages link to Minimum distance estimation and goodness-of-fit tests in first-order autoregression (Q1085552):
Displayed 9 items.
- A quadraticity limit theorem useful in linear models (Q1112492) (← links)
- Minimum distance estimators for random coefficient autoregressive models (Q1126147) (← links)
- On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
- Minimum<i>L</i><sub><i>p</i></sub>Norm Estimator for Simple Linear Regressive Model (Q3007810) (← links)
- Computation of certain minimum L<sub>2</sub>–distance type estimators under the linear model (Q4019343) (← links)
- A fast algorithm for the coordinate-wise minimum distance estimation (Q4960557) (← links)
- Minimum distance estimation in linear regression with strong mixing errors (Q5078454) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)