Regression Models with Time Series Errors
From MaRDI portal
Recommendations
Cited in
(50)- Dependence analysis of regression models in time series
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Diagnostics for skew-normal nonlinear regression models with AR(1) errors
- M‐Estimation for regressions with integrated regressors and arma errors
- Shrinkage estimation for linear regression with ARMA errors
- scientific article; zbMATH DE number 1839870 (Why is no real title available?)
- Linear regressions with bilinear time series errors
- Model selection for time series with nonlinear trend
- Study of a regression model with nonlinear time series errors
- Regression models with time series errors
- On the errors-in-variables problem for time series
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
- Penalized regression models with autoregressive error terms
- scientific article; zbMATH DE number 3885161 (Why is no real title available?)
- Toward optimal model averaging in regression models with time series errors
- Regression Model Selection—A Residual Likelihood Approach
- scientific article; zbMATH DE number 4176284 (Why is no real title available?)
- On the efficiency of regression analysis with AR(p) errors
- Testing for Equal Predictability of Stationary ARMA Processes
- A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process
- Least Squares Regression When the Independent Variable Follows an ARIMA Process
- REGRESSION, AUTOREGRESSION MODELS
- Subset regression time series and its modeling procedures
- Equivalent sample sizes in time series regressions
- Bridge estimation for linear regression models with mixing properties
- Application of Quasi-Least Squares to Analyse Replicated Autoregressive Time Series Regression Models
- scientific article; zbMATH DE number 3976906 (Why is no real title available?)
- Asymptotic inference in regression models with autoregressive errors having roots on the unit circle
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- The ARAR Error Model for Univariate Time Series and Distributed Lag
- Variable selection in quantile regression when the models have autoregressive errors
- Signs of impact effects in time series regression models
- Fitting Models to Spectra Using Regression Packages
- Specification of autocorrelated disturbances in nonlinear regression model
- Regression and autoregressive models via sparse Laplacian Shrinkage
- Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors
- scientific article; zbMATH DE number 3878201 (Why is no real title available?)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors
- Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
- Time series analysis of covariance based on linear transfer function models
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions
- Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors
- The Misspecification of Arma Models
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Testing for white noise against locally stationary alternatives
- scientific article; zbMATH DE number 2075213 (Why is no real title available?)
- On multiple regression models with nonstationary correlated errors
- Autoregression analysis and its application in autoregression models
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- scientific article; zbMATH DE number 3930129 (Why is no real title available?)
This page was built for publication: Regression Models with Time Series Errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3316426)
