QML estimators in linear regression models with functional coefficient autoregressive processes
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Publication:980670
DOI10.1155/2010/956907zbMath1189.62111WikidataQ58653439 ScholiaQ58653439MaRDI QIDQ980670
Publication date: 29 June 2010
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/227407
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62F10: Point estimation
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Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics, Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes, Nonlinear time series: computations and applications, Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
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