Nonparametric estimation for some nonlinear models

DOI10.1016/0167-7152(95)00128-XMaRDI QIDQ1922244zbMATH OpenOpenAlexFDO

Authors A. Thavaneswaran, Shelton Peiris

Publication date 15 September 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00128-x

zbMATH Keywords

kernelestimating functionautoregressiverandom coefficientnonlinear time-series models

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• A note on smoothed estimating functions
• An Optimum Property of Regular Maximum Likelihood Estimation
• ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
• Estimation in nonlinear time series models
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• The foundations of finite sample estimation in stochastic processes
• Using empirical partially Bayes inference for increased efficiency

Cited in

(18)

• Nonlinear unbiased estimation in linear models^†
• Optimal nonparametric estimation for some semimartingale stochastic differential equations
• Nonparametric regression in exponential families
• A nonparametric method of estimating nonlinear dynamical system models
• Estimation theory for nonlinear models and set membership uncertainty
• Nonparametric estimation of response coefficients
• Smoothed estimates for models with random coefficients and infinite variance innovations
• Generalized smoothed estimating functions for nonlinear time series.
• scientific article; zbMATH DE number 4078512 (Why is no real title available?)
• Nonparametric estimation of non-exchangeable latent-variable models
• A note on non-parametric estimation with predicted variables
• scientific article; zbMATH DE number 438984 (Why is no real title available?)
• Recursive estimation for regression with infinite variance fractional ARIMA noise
• Estimation for regression with infinite variance errors
• Nonparametric estimation of nonlinear rational expectation models
• Nonparametric estimation in nonlinear mixed effects models
• Hypothesis testing for some time-series models: a power comparison
• scientific article; zbMATH DE number 5910820 (Why is no real title available?)

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