On conditional least squares estimation for stochastic processes

Cited in

(only showing first 100 items - show all)

Semiparametric estimation of regression functions in autoregressive models
Estimation of autoregressive models with epsilon-skew-normal innovations
Testing independence of two autocorrelated binary time series
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Model specification testing of time series regressions
Adaptive control of Markov processes with incomplete state information and unknown parameters
Estimation in nonlinear time series models
Estimating linear representations of nonlinear processes
Some asymptotic results for the branching process with immigration
Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
Testing the adequacy of smooth transition autoregressive models
Estimation of the variances in the branching process with immigration
Independence of partial autocorrelations for a classical immigration branching process
On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
Strong consistency of Bayes estimates in nonlinear stochastic regression models
Outlier detection tests based on martingale estimating equations for stochastic processes
Adaptive estimators for parameters of the autoregression function of a Markov chain
Some asymptotic properties in INAR(1) processes with Poisson marginals
Martingales in mark-recapture experiments with constant recruitment and survival
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter
Self-exciting threshold binomial autoregressive processes
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
Statistical inference of 2-type critical Galton-Watson processes with immigration
On sequential estimation for branching processes with immigration.
Test for parameter change in stochastic processes based on conditional least-squares estimator
An integer-valued threshold autoregressive process based on negative binomial thinning
Asymptotic optimal inference for a class of nonlinear time series models
Fixed precision estimator of the offspring mean in branching processes
Robust inference for variance components models for single trees of cell lineage data
On an autoregressive model with time-dependent coefficients
Maximum quasilikelihood estimation for a simplified NEAR(1) model.
Strong convergence of estimators in nonlinear autoregressive models
Estimating functions for branching processes
Quasi-likelihood models and optimal inference
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Two classes of dynamic binomial integer-valued ARCH models
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
A new binomial autoregressive process with explanatory variables
Bayesian empirical likelihood inference for the generalized binomial AR(1) model
First-order random coefficient mixed-thinning integer-valued autoregressive model
Bayesian empirical likelihood inference and order shrinkage for autoregressive models
Flexible binomial AR(1) processes using copulas
Recent progress in parameter change test for integer-valued time series models
Statistical inference for the covariates-driven binomial AR(1) process
Asymptotic properties of conditional least-squares estimators for array time series
Estimating FARIMA models with uncorrelated but non-independent error terms
Multivariate count autoregression
Smooth buffered autoregressive time series models
A multinomial autoregressive model for finite-range time series of counts
First-order random coefficients integer-valued threshold autoregressive processes
Bivariate first-order random coefficient integer-valued autoregressive processes
Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
A parametric study for the first-order signed integer-valued autoregressive process
Extreme value autoregressive model and its applications
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
Probabilistic properties of second order branching process
M-estimation for periodic GARCH model with high-frequency data
Estimation in a class of nonlinear heteroscedastic time series models
Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
Replicated INAR(1) processes
First-order random coefficient integer-valued autoregressive processes
MTD models for aggregate data from higher order Markov chains
Parameter estimation in two-type continuous-state branching processes with immigration
Parameter estimation for a subcritical affine two factor model
Transform martingale estimating functions
First-order observation-driven integer-valued autoregressive processes
A goodness-of-fit test of the errors in nonlinear autoregressive time series models
Asymptotic properties of CLS estimators in the Poisson AR(1) model
A Beta-Gamma autoregressive process of the second-order (BGAR(2))
On asymptotic normality of sequential estimators for branching processes with immigration
Bias-correction of some estimators in the INAR(1) process
A threshold mixed count time series model: estimation and application
An open problem on strongly consistent learning of the best prediction for Gaussian processes
Self-exciting threshold models for time series of counts with a finite range
Testing for parameter constancy in non-Gaussian time series
On testing for independence between the innovations of several time series
Bivariate zero truncated Poisson INAR(1) process
Generalized RCINAR(1) process with signed thinning operator
Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration
Integer-valued self-exciting threshold autoregressive processes
Testing for parameter constancy in general causal time-series models
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
Generalized RCINAR(p) Process with Signed Thinning Operator
A note on estimation of parameters for branching processes with immigration
Estimation of the mean of some stationary markov sequences
Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
On an estimation problem for type I censored spatial Poisson processes.
Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
Correlated INAR(1) process
Least-squares estimation of transition probabilities from aggregate data
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS
Estimation on a GAR(1) Process by the EM Algorithm
M-ESTIMATION IN GARCH MODELS
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
On estimation of the variances for critical branching processes with immigration
The INARCH(1) model for overdispersed time series of counts

This page was built for publication: On conditional least squares estimation for stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1248873)