Estimating function method for nonnegative autoregressive models
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Cites work
- A mixed stationary autoregressive model with exponential marginals
- Development of product autoregressive models
- Estimating function method for product autoregressive models
- First-order autoregressive gamma sequences and point processes
- Gamma processes
- Godambe estimating functions and asymptotic optimal inference
- scientific article; zbMATH DE number 3780381 (Why is no real title available?)
- scientific article; zbMATH DE number 3215082 (Why is no real title available?)
- Interval estimation for a first-order positive autoregressive process
- Joint estimation using quadratic estimating function
- Large Sample Properties of Generalized Method of Moments Estimators
- Linear processes are nearly Gaussian
- Non-Gaussian autoregressive-type time series
- On conditional least squares estimation for stochastic processes
- Periodic gamma autoregressive model: an application to the Brazilian hydroelectric system
- Random coefficient minification processes
- The foundations of finite sample estimation in stochastic processes
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