Inference for a simultaneous linear partially explosive model with polynomial regression components of different degrees
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Publication:3497075
DOI10.1007/BF02924699zbMath0711.62076OpenAlexW2087940888MaRDI QIDQ3497075
K. Suresh Chandra, P. Dhanavanthan
Publication date: 1990
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02924699
three stage estimation procedureCAN estimatescoefficients of simultaneous partially explosive modelspolynomial regression components of different degrees
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Cites Work
- Limit theorems on a linear explosive stochastic model for time series with moving average error
- Least squares estimation of the coefficients of a partially explosive model, with polynomial regressions of same degree, generating a pair of related time series
- Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component
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