Autoregressive series with random parameters
From MaRDI portal
Cited in
(49)- Multiple autoregressive models with random coefficients
- Estimation in nonlinear time series models
- Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
- Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals
- The estimation of multivariate random coefficient autoregressive models
- Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
- An introduction to stochastic unit-root processes
- Efficient detection of random coefficients in autoregressive models
- Coefficient constancy test in AR-ARCH models
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
- A test of correlation in the random coefficients of an autoregressive process
- A test for strict stationarity in a random coefficient autoregressive model of order 1
- Weak limits of random coefficient autoregressive processes and their application in ruin theory
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations
- Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions
- Least squares estimation in a simple random coefficient autoregressive model
- Monitoring parameter changes for random coefficient autoregressive models
- Monitoring parameter changes in RCA(\(p\)) models
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process
- Monitoring changes in RCA models
- Estimation in nonstationary random coefficient autoregressive models
- scientific article; zbMATH DE number 4205504 (Why is no real title available?)
- Estimation in Random Coefficient Autoregressive Models
- A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS
- scientific article; zbMATH DE number 3818925 (Why is no real title available?)
- SOME DOUBLY STOCHASTIC TIME SERIES MODELS
- A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
- TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
- Random coefficient autoregressive processes and the PUCK model with fluctuating potential
- Random autoregressive models: a structured overview
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
- Structural change monitoring for random coefficient autoregressive time series
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
- scientific article; zbMATH DE number 6026913 (Why is no real title available?)
- Bootstrap for random coefficient autoregressive models
- scientific article; zbMATH DE number 958377 (Why is no real title available?)
- Sample path properties of an explosive double autoregressive model
- Estimation in nonlinear random fields models of autoregressive type with random parameters
- L_p-functionals for change point detection in random coefficient autoregressive models
- On first and second order stationarity of random coefficient models
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
- The maximally selected likelihood ratio test in random coefficient models
- Investigation of sequential sampling procedures for estimation in a random coefficients autoregressive model
This page was built for publication: Autoregressive series with random parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4115951)
