Combined estimating function for random coefficient models with correlated errors

DOI10.1080/03610926.2013.853794MaRDI QIDQ2807745zbMATH OpenOpenAlexFDO

Authors Khansa Hina Khalid, M. Sh. Yahya, Ibrahim Mohamed

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.853794

zbMATH Keywords

RCAcorrelated errorsquadratic estimating functionsRCA-GARCH

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
• Estimating functions for nonlinear time series models
• Joint estimation using quadratic estimating function
• RCA models with correlated errors
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• The foundations of finite sample estimation in stochastic processes
• Transform martingale estimating functions

Cited in

(7)

• Combined fixed and random effects estimators
• Regression models with correlated errors based on functional random design
• Simultaneous prediction using target function based on principal components estimator with correlated errors
• Joint estimation using quadratic estimating function
• Statistical inference of generalized random coefficient autoregressive model based on combine estimation method
• Combining estimating functions for volatility
• scientific article; zbMATH DE number 5952274 (Why is no real title available?)

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