scientific article; zbMATH DE number 2204344

MaRDI QIDQ5316018zbMATH OpenFDO

Authors Subashan Perera

Publication date 12 September 2005

zbMATH Keywords

autoregressiveexponentialout-of-range estimationrandom coefficientstimes seriestwo-stage conditional least squares

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Maximum quasi‐likelihood estimation for the near(2) model
• Parameter estimation for the \(\mathrm {NEAR}(p)\) model
• scientific article; zbMATH DE number 3974125
• scientific article; zbMATH DE number 2060200
• Maximum quasilikelihood estimation for a simplified NEAR(1) model.

Cited in

(5)

• scientific article; zbMATH DE number 3974125 (Why is no real title available?)
• scientific article; zbMATH DE number 2060200 (Why is no real title available?)
• Maximum quasi‐likelihood estimation for the near(2) model
• Approximation of the Two-Part MDL Code
• Parameter estimation for the \(\mathrm {NEAR}(p)\) model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5316018)