A nonlinear time series model and estimation of missing observations
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Cites work
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
- Estimation in nonlinear time series models
- scientific article; zbMATH DE number 3890574 (Why is no real title available?)
- scientific article; zbMATH DE number 3899943 (Why is no real title available?)
- scientific article; zbMATH DE number 3545060 (Why is no real title available?)
- Methodologies for the estimation of missing observations in time series
- Random coefficient autoregressive models: an introduction
- STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
- The foundations of finite sample estimation in stochastic processes
- Time series: theory and methods
Cited in
(33)- Forecasting time series with missing data using Holt's model
- RCA models with GARCH innovations
- On some properties of autoregressive conditional Poisson (ACP) models
- Estimation of multivariate non-linear time series models
- Spectral modeling of time series with missing data
- Resampling time series using missing values techniques
- Missing responses at random in functional single index model for time series data
- A new nonlinear formulation for GARCH models
- Properties of a new family of volatility sign models
- Fuzzy coefficient volatility (FCV) models with applications
- Random coefficient volatility models
- Forecasting volatility
- Missing observations in observation-driven time series models
- Prediction of missing observations by a control method
- A Note on the Estimation of Missing Values in Time Series
- scientific article; zbMATH DE number 4005393 (Why is no real title available?)
- scientific article; zbMATH DE number 1302962 (Why is no real title available?)
- Optimization methods in time series interpolation
- SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS
- A recursive approach for estimating missing observations in an univariate time series
- scientific article; zbMATH DE number 1069598 (Why is no real title available?)
- Analysis of fragmented time series data using box-jenkins models
- RCA model with quadratic GARCH innovation distribution
- Parameter Estimation in Conditional Heteroscedastic Models
- Generalized least squares estimation of multivariate nonlinear models with missing data
- Estimation of missing values in linear~models
- Least squares estimation of ARCH models with missing observations
- Doubly stochastic models with GARCH innovations
- Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework
- Random coefficient GARCH models
- Recent developments in volatility modeling and applications
- Time series AR modeling with missing observations based on the polynomial transformation
- Combining estimating functions for volatility
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