Estimating function method for nonnegative autoregressive models

DOI10.1111/STAN.12294MaRDI QIDQ6089513

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Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

combined estimating functionsBGAR(1) modelEAR(1) modelGAR(1) model

Mathematics Subject Classification ID

Parametric inference (62Fxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Godambe estimating functions and asymptotic optimal inference
• Joint estimation using quadratic estimating function
• On conditional least squares estimation for stochastic processes
• A mixed stationary autoregressive model with exponential marginals
• Random coefficient minification processes
• The foundations of finite sample estimation in stochastic processes
• Gamma processes
• First-order autoregressive gamma sequences and point processes
• Interval Estimation for a First‐Order Positive Autoregressive Process
• Estimating function method for product autoregressive models
• Non-Gaussian Autoregressive-Type Time Series
• Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system
• Linear processes are nearly Gaussian

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