Moment estimation of uncertain threshold autoregressive model
From MaRDI portal
Cites work
- A modified uncertain maximum likelihood estimation with applications in uncertain statistics
- A relation between moments of Liu process and Bernoulli numbers
- Estimation of uncertainty distribution function by the principle of least squares
- Least absolute deviations estimation for uncertain autoregressive model
- Least-squares estimation for uncertain moving average model
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
- Moment estimation for uncertain moving average model with application to CO 2 emission
- Moment estimation of uncertain autoregressive model and its application in financial market
- Nonparametric uncertain time series models: theory and application in brent crude oil spot price analysis
- On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers.
- On periodicity in series of related terms.
- Parameters estimation of uncertain autoregressive model based on modified maximum likelihood approach
- Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations
- Uncertain Autoregressive Model via LASSO Procedure
- Uncertain hypothesis test with application to uncertain regression analysis
- Uncertain nonlinear time series analysis with applications to motion analysis and epidemic spreading
- Uncertain threshold autoregressive model with imprecise observations
- Uncertain time series analysis with imprecise observations
- Uncertain vector autoregressive model with imprecise observations
This page was built for publication: Moment estimation of uncertain threshold autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7312365)
