Estimators for alternating nonlinear autoregression

DOI10.1016/j.jmva.2008.04.011zbMath1152.62060OpenAlexW1973220471MaRDI QIDQ2519039

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer

Publication date: 22 January 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.011

zbMATH Keywords

asymptotically linear estimatorlinear autoregressionregular estimatorconvolution theoremweighted least squares estimatorNewton-Raphson procedureinnovation distributions

Mathematics Subject Classification ID

Cites Work

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• Local asymptotic normality and mixed normality for Markov statistical models
• Estimating the innovation distribution in nonlinear autoregressive models
• Correction to: On efficient estimation in regression models
• Empirical likelihood ratio confidence intervals for a single functional
• Asymptotic Inference in Markov Processes

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