Third-order inference for autocorrelation in nonlinear regression models

DOI10.1016/J.JSPI.2011.04.019MaRDI QIDQ2276174zbMATH OpenOpenAlexFDO

Authors P. E. Nguimkeu, Marie Rekkas

Publication date 1 August 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.04.019

zbMATH Keywords

\(p\)-valuelikelihood analysis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Mathematical geography and demography (91D20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3921780 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 800290 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Improved inference for first-order autocorrelation using likelihood analysis
• Improved likelihood-based inference for the stationary AR(2) model
• Modified signed log likelihood ratio
• Probit with Dependent Observations
• Saddle point approximation for the distribution of the sum of independent random variables
• Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation
• Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

Cited in

(4)

• scientific article; zbMATH DE number 908557 (Why is no real title available?)
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• Improved inference for moving average disturbances in nonlinear regression models
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