On least squares estimation for stable nonlinear AR processes
DOI10.1023/A:1004117906532zbMATH Open0959.62077OpenAlexW2068375288MaRDI QIDQ1585890FDOQ1585890
Authors: Jian-Feng Yao
Publication date: 2 May 2001
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004117906532
Recommendations
- Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel
- Maximum likelihood estimators in nonlinear autoregressive processes
- Note on parameter estimation for general non–linear time series models
- Nonlinear least-squares estimation
- On stability of nonlinear AR processes with Markov switching
model selectionleast squares estimationlaw of the iterated logarithmmultilayer perceptronnonlinear AR process
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (11)
- Extrapolations in non-linear autoregressive processes.
- Estimation and Test for Multi-Dimensional Regression Models
- Maximum likelihood estimators in nonlinear autoregressive processes
- ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
- An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models
- Note on parameter estimation for general non–linear time series models
- Asymptotics for regression models under loss of identifiability
- Title not available (Why is that?)
- Conditional least squares estimation for the SINAR(1, 1) process
- Density estimation for nonlinear parametric models with conditional heteroscedasticity
This page was built for publication: On least squares estimation for stable nonlinear AR processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1585890)