Infrence for non-negative autoregressive schemes

DOI10.1080/03610928608829248MaRDI QIDQ3740861zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829248

zbMATH Keywords

autoregressive schemeconfidence intervalexponentialGaussianlikelihood functionmoment structurenonparametricpoint estimatestime seriesuniformwater quality analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• A test of fit in time series models
• An approach to testing the goodness of fit of incompletely specified distributions
• COMPARATIVE POWER STUDIES FOR GOODNESS OF FIT TESTS OF TIME SERIES MODELS
• CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• First-order autoregressive gamma sequences and point processes
• Goodness-of-fit tests for correlated data
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Inference for goodness-of-fit problems with nuisance parameters
• Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
• On a measure of lack of fit in time series models
• Robust Estimation of the First-Order Autoregressive Parameter
• Some Basic Theorems of Distribution-Free Statistics
• Some methods of constructing exact tests
• Testing for autoregressive against moving average errors in the linear regression model

Cited in

(24)

• A new class of consistent estimators for stochastic linear regressive models
• A note on the residual empirical process in autoregressive models
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process
• Testing on the first-order autoregressive model with uniform innovations under contamination
• Nonlinear positive ar(2) processes
• BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
• Asymptotic Statistical Results: Theory and Practice
• Nonlinear nonnegative ar(1) processes
• On ar(1) processes with exponential white noise
• scientific article; zbMATH DE number 4086820 (Why is no real title available?)
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• Bayesian analysis of non-negative ar(2) processes
• scientific article; zbMATH DE number 179179 (Why is no real title available?)
• scientific article; zbMATH DE number 1087964 (Why is no real title available?)
• Inference in a Non-Homogeneous Vasicek Type Model
• ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
• NON‐NEGATIVE AUTOREGRESSIVE MODELS
• A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
• Predictor selection for positive autoregressive processes
• On the estimation of missing values in AR(1) model with exponential innovations
• Estimating autoRegressive processes with positive white noise
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• Bayesian prediction in threshold autoregressive models with exponential white noise
• Large deviations for Bayesian estimators in first-order autoregressive processes

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