Combined estimating function for random coefficient models with correlated errors
From MaRDI portal
Publication:2807745
DOI10.1080/03610926.2013.853794zbMath1337.62275OpenAlexW2335962847MaRDI QIDQ2807745
M. Sh. Yahya, Khansa Hina Khalid, Ibrahim Bin 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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
Cites Work
- Joint estimation using quadratic estimating function
- RCA models with correlated errors
- Transform martingale estimating functions
- The foundations of finite sample estimation in stochastic processes
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
- Estimating functions for nonlinear time series models
This page was built for publication: Combined estimating function for random coefficient models with correlated errors