On conditional least squares estimation for stochastic processes

Cited In (only showing first 100 items - show all)

Robust inference for variance components models for single trees of cell lineage data
Estimating functions for branching processes
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
On estimation of the variances for critical branching processes with immigration
First-order random coefficients integer-valued threshold autoregressive processes
Maximum quasilikelihood estimation for a simplified NEAR(1) model.
A diagnostic statistic for functional-coefficient autoregressive models
Martingales in mark-recapture experiments with constant recruitment and survival
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
Transform martingale estimating functions
Strong convergence of estimators in nonlinear autoregressive models
Self-exciting threshold binomial autoregressive processes
Statistical inference of 2-type critical Galton-Watson processes with immigration
A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
Two classes of dynamic binomial integer-valued ARCH models
An open problem on strongly consistent learning of the best prediction for Gaussian processes
Bivariate first-order random coefficient integer-valued autoregressive processes
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Coherent forecasting for over-dispersed time series of count data
Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
On an autoregressive model with time-dependent coefficients
Strong consistency of Bayes estimates in nonlinear stochastic regression models
Parameter estimation in two-type continuous-state branching processes with immigration
Nonlinear least squares estimation of the periodic EXPAR(1) model
Correlated INAR(1) process
Self-exciting threshold models for time series of counts with a finite range
Modelling and coherent forecasting of zero-inflated count time series
Asymptotics of the \(L_p\)-norms of density estimators in the nonlinear autoregressive models
Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
On asymptotic normality of sequential estimators for branching processes with immigration
Strong consistency of the distribution estimator in the nonlinear autoregressive time series
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations
Zero-Inflated NGINAR(1) process
Probabilistic properties of second order branching process
A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
Independence of partial autocorrelations for a classical immigration branching process
On sequential estimation for branching processes with immigration.
Fixed precision estimator of the offspring mean in branching processes
On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
A note on estimation of parameters for branching processes with immigration
Outlier detection tests based on martingale estimating equations for stochastic processes
A parametric study for the first-order signed integer-valued autoregressive process
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Optimized adaptive prediction
Tests for time series of counts based on the probability-generating function
ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
Adaptive estimators for parameters of the autoregression function of a Markov chain
An integer-valued threshold autoregressive process based on negative binomial thinning
Adaptive control of Markov processes with incomplete state information and unknown parameters
Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
A note on estimating equations for linear parameters in discrete-time stochastic processes
A study of binomial AR(1) process with an alternative generalized binomial thinning operator
Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
Estimation of the offspring mean in a controlled branching process with a random control function
Asymptotics of the signed-rank estimator under dependent observations
A general procedure for change-point detection in multivariate time series
Testing for parameter constancy in non-Gaussian time series
Integer-valued self-exciting threshold autoregressive processes
Least-squares estimation of transition probabilities from aggregate data
Specification, estimation, and evaluation of smooth transition autoregressive models
First-order observation-driven integer-valued autoregressive processes
ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter
Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Multivariate count autoregression
Asymptotic properties of CLS estimators in the Poisson AR(1) model
Asymptotics of kernel error density estimators in nonlinear autoregressive models
M-ESTIMATION IN GARCH MODELS
Asymptotic behavior of unstable INAR(\(p\)) processes
Efficient method of moments estimators for integer time series models
Testing the adequacy of smooth transition autoregressive models
Testing independence of two autocorrelated binary time series
Bivariate zero truncated Poisson INAR(1) process
Pseudo‐likelihood estimation in ARCH models
Global property of error density estimation in nonlinear autoregressive time series models
A negative binomial thinning‐based bivariate INAR(1) process
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Estimation in a class of nonlinear heteroscedastic time series models
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Model specification testing of time series regressions
Asymptotic optimal inference for a class of nonlinear time series models
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
Test for parameter change in stochastic processes based on conditional least-squares estimator
Product autoregressive models for non-negative variables
Estimating function approach for CHARN models
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
First order autoregressive time series with negative binomial and geometric marginals
The INARCH(1) model for overdispersed time series of counts
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
On quasi‐likelihood estimation for branching processes with immigration
Inference in binomial AR(1) models
Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series
Quasi-likelihood models and optimal inference
First-order random coefficient integer-valued autoregressive processes
Variance estimation in nonlinear autoregressive time series models
ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS

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