Pages that link to "Item:Q1079909"
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The following pages link to Estimation in nonlinear time series models (Q1079909):
Displaying 50 items.
- A geometric bivariate time series with different marginal parameters (Q345371) (← links)
- Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient (Q505314) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Zero truncated Poisson integer-valued AR\((1)\) model (Q604645) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series (Q945778) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Autoregressive processes with normal-Laplace marginals (Q951199) (← links)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
- Optimal estimation for semimartingale neuronal models (Q1200653) (← links)
- A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
- Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- Generalized smoothed estimating functions for nonlinear time series. (Q1423103) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
- A mixed stationary autoregressive model with exponential marginals (Q1685294) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Nonparametric estimation for some nonlinear models (Q1922244) (← links)
- A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- A time series model based on dependent zero inflated counting series (Q2228226) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- Lindley first-order autoregressive model with applications (Q2817129) (← links)
- Estimation in a bivariate integer-valued autoregressive process (Q2830781) (← links)
- A geometric time series model with a new dependent Bernoulli counting series (Q2832639) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- Weak identification in the ESTAR model and a new model (Q2852497) (← links)
- A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
- A geometric time-series model with an alternative dependent Bernoulli counting series (Q2980134) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Estimation of Some Bilinear Time Series Models with Time Varying Coefficients (Q3158142) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
