Estimating function approach for CHARN models

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Optimal estimating function for weak location‐scale dynamic models ⋮ Asymptotic optimality of estimating function estimator for CHARN model ⋮ Wilks' theorem for semiparametric regressions with weakly dependent data

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