On conditional least squares estimation for stochastic processes

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A goodness-of-fit test of the errors in nonlinear autoregressive time series models
Asymptotics of the signed-rank estimator under dependent observations
Estimation of the offspring mean in a controlled branching process with a random control function
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
A study of binomial AR(1) process with an alternative generalized binomial thinning operator
Testing for parameter constancy in non-Gaussian time series
Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
Integer-valued self-exciting threshold autoregressive processes
A general procedure for change-point detection in multivariate time series
Replicated INAR(1) processes
Robust inference for variance components models for single trees of cell lineage data
Least-squares estimation of transition probabilities from aggregate data
Estimating functions for branching processes
First-order observation-driven integer-valued autoregressive processes
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Parameter change test for periodic integer-valued autoregressive process
Specification, estimation, and evaluation of smooth transition autoregressive models
ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS
On estimation of the variances for critical branching processes with immigration
First-order random coefficients integer-valued threshold autoregressive processes
Exponential-Gaussian distribution and associated time series models
Bayesian empirical likelihood inference and order shrinkage for autoregressive models
Maximum quasilikelihood estimation for a simplified NEAR(1) model.
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
Martingales in mark-recapture experiments with constant recruitment and survival
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
A diagnostic statistic for functional-coefficient autoregressive models
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Transform martingale estimating functions
Strong convergence of estimators in nonlinear autoregressive models
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
A multiplicative thinning‐based integer‐valued GARCH model
Locally asymptotically efficient estimation for parametric PINAR(p) models
Two-step conditional least squares estimation in ADCINAR(1) process, revisited
Asymptotics of kernel error density estimators in nonlinear autoregressive models
Multivariate count autoregression
Asymptotic behavior of unstable INAR(\(p\)) processes
Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators
Learning CHARME models with neural networks
Asymptotic properties of CLS estimators in the Poisson AR(1) model
Self-exciting threshold binomial autoregressive processes
Testing the adequacy of smooth transition autoregressive models
M-ESTIMATION IN GARCH MODELS
Statistical inference of 2-type critical Galton-Watson processes with immigration
Estimation of the mean of some stationary markov sequences
MTD models for aggregate data from higher order Markov chains
Efficient method of moments estimators for integer time series models
First-order random coefficient mixed-thinning integer-valued autoregressive model
Flexible binomial AR(1) processes using copulas
Estimation of parameters in the MDDRCINAR(p) model
Self-exciting hysteretic binomial autoregressive processes
A class of \(k\)th-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
Testing independence of two autocorrelated binary time series
Bivariate zero truncated Poisson INAR(1) process
Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
Recent progress in parameter change test for integer-valued time series models
Asymptotic properties of conditional least-squares estimators for array time series
Estimating FARIMA models with uncorrelated but non-independent error terms
A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
Two classes of dynamic binomial integer-valued ARCH models
An open problem on strongly consistent learning of the best prediction for Gaussian processes
Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration
A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
Bivariate first-order random coefficient integer-valued autoregressive processes
Pseudo‐likelihood estimation in ARCH models
Global property of error density estimation in nonlinear autoregressive time series models
On a periodic SETINAR model
Capturing chaos: a multidisciplinary approach to nonlinear population dynamics
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
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
Model specification testing of time series regressions
A negative binomial thinning‐based bivariate INAR(1) process
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
On an estimation problem for type I censored spatial Poisson processes.
A new INAR model based on Poisson-BE2 innovations
Nonlinear Spectral Analysis: A Local Gaussian Approach
ESTIMATING ERROR GROWTH AND SHADOW BEHAVIOR IN NONLINEAR DYNAMICAL SYSTEMS
Asymptotic optimal inference for a class of nonlinear time series models
On an autoregressive model with time-dependent coefficients
Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
Test for parameter change in stochastic processes based on conditional least-squares estimator
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
Strong consistency of Bayes estimates in nonlinear stochastic regression models
Product autoregressive models for non-negative variables
Estimating function approach for CHARN models
A new bivariate autoregressive model driven by logistic regression
Tempered stable autoregressive models
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Approximate bayes estimators for stochastic processes
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Least squares tests for discrete parameter stochastic processes
Parameter estimation in two-type continuous-state branching processes with immigration
First order autoregressive time series with negative binomial and geometric marginals
The INARCH(1) model for overdispersed time series of counts
Nonlinear least squares estimation of the periodic EXPAR(1) model
Inference in binomial AR(1) models
On a periodic negative binomial SETINAR model

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