Estimation of Parameters in the NLAR(p) Model
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Publication:3552841
DOI10.1111/J.1467-9892.2008.00574.XzbMATH Open1199.62020OpenAlexW2157389387MaRDI QIDQ3552841FDOQ3552841
Authors: Fukang Zhu, Dehui Wang 
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00574.x
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Cites Work
- Time series: theory and methods
- Parameter estimation for generalized random coefficient autoregressive processes
- A new Laplace second-order autoregressive time-series model--NLAR(2)
- Quasi-likelihood estimation for semimartingales
- Random coefficient autoregressive models: an introduction
- Estimating functions for nonlinear time series models
- Maximum quasi‐likelihood estimation for the near(2) model
Cited In (8)
- Flexible and Robust Mixed Poisson INGARCH Models
- Title not available (Why is that?)
- A new INAR model based on Poisson-BE2 innovations
- Parameter estimation and asymptotic properties for a simplified new Laplace AR(1) model
- Integer-valued bilinear model with dependent counting series
- Modelling heavy-tailedness in count time series
- A mixture integer-valued ARCH model
- Maximum likelihood estimation of the DDRCINAR(p) model
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