Estimating function method for product autoregressive models

DOI10.1080/03610918.2015.1076468MaRDI QIDQ4976586zbMATH OpenOpenAlexFDO

Authors

Publication date 31 July 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1076468

zbMATH Keywords

asymptotic optimalityestimating functionsnonlinear time seriesproduct auto regression

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Joint estimation using quadratic estimating function

Cited in

(2)

• Estimating function method for nonnegative autoregressive models
• Stochastic volatility generated by product autoregressive models

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