Pages that link to "Item:Q980670"
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The following pages link to QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670):
Displayed 7 items.
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- Nonlinear time series: computations and applications (Q613795) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors (Q5077221) (← links)