Estimation in periodic restricted EXPAR(1) models
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Publication:5085063
DOI10.1080/03610918.2017.1361975OpenAlexW2744472438MaRDI QIDQ5085063
Publication date: 29 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1361975
nonlinear time seriesperiodically correlated processleast-square estimationperiodic restricted exponential autoregressive model
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (2)
Nonlinear least squares estimation of the periodic EXPAR(1) model ⋮ Fitting the exponential autoregressive model through recursive search
Cites Work
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