On the estimation of nonlinear time series models
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Cited in
(37)- Estimation in nonlinear time series models
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models
- Special issue on Nonlinear time series models. Part 1. 16th Rencontres Franco-Belges de Statisticiens, Bruxelles, Belgium, November 23--24, 1995
- Hellinger distance estimation of nonlinear dynamical systems.
- Nonparametric estimation equations for time series data.
- Boosting techniques for nonlinear time series models
- A new time domain estimation of k-factors GARMA processes
- The FEXP estimator for potentially non-stationary linear time series.
- On the estimation of -ARCH models
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
- Parametric estimation of long memory multivariate Gaussian random fields
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Estimation in a class of nonlinear heteroscedastic time series models
- On the estimation of multiple order autoregressive time series models
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
- Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach
- A STUDY OF THE APPLICATION OF STATE-DEPENDENT MODELS IN NON-LINEAR TIME SERIES ANALYSIS
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
- scientific article; zbMATH DE number 1053612 (Why is no real title available?)
- scientific article; zbMATH DE number 1557178 (Why is no real title available?)
- Nonlinear Time Series Models and Model Selection
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models
- Minimum Hellinger distance estimation of an ARFIMA process
- MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
- Relative curvature measures of nonlinearity for time series models
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Model selection for time series with nonlinear trend
- scientific article; zbMATH DE number 6775515 (Why is no real title available?)
- Hellinger distance estimation of SSAR models
- Parameter estimation for diffusion process from perturbed discrete observations
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme
- Hellinger distance estimation of general bilinear time series models
- Estimation of a multiple-threshold \(AR(p)\) model
- Hellinger distance estimates of long memory linear processes
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