Asymptotically honest fiducial generalized inference: an application in autoregressive models
From MaRDI portal
Publication:6552576
Cites work
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- scientific article; zbMATH DE number 954235 (Why is no real title available?)
- scientific article; zbMATH DE number 5586074 (Why is no real title available?)
- scientific article; zbMATH DE number 5223072 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- Adaptive R-Estimation in Autoregressions
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data
- Asymptotically honest confidence sets for structural errors-in-variables models
- Efficient estimation in nonlinear autoregressive time-series models
- Estimation of autoregressive models with epsilon-skew-normal innovations
- Fiducial Generalized Confidence Intervals
- GR-estimates for an autoregressive time series.
- Generalized Confidence Intervals
- Generalized fiducial inference via discretization
- Generalized rank estimates for an autoregressive time series: A \(U\)-statistic approach
- Introductory Time Series with R
- On construction of asymptotically correct confidence intervals
- Research on ruin probability of risk model based on AR (1) time series
- Robust Bayesian approach for \(\text{AR}(p)\) models applied to streamflow forecasting
- The EAS approach for graphical selection consistency in vector autoregression models
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Time series analysis and its applications. With R examples
This page was built for publication: Asymptotically honest fiducial generalized inference: an application in autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6552576)
