Pages that link to "Item:Q3505305"
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The following pages link to Optimal Detection of Exponential Component in Autoregressive Models (Q3505305):
Displayed 15 items.
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Fitting EXPAR models through the extended Kalman filter (Q2347553) (← links)
- Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
- Test for periodicity in restrictive EXPAR models (Q2815943) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← links)
- Local asymptotic normality for a periodically time varying long memory parameter (Q5081036) (← links)
- Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity (Q5082779) (← links)
- Estimation in periodic restricted EXPAR(1) models (Q5085063) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993) (← links)
- (Q5236705) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)