Pages that link to "Item:Q1170857"
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The following pages link to Random coefficient autoregressive models: an introduction (Q1170857):
Displaying 50 items.
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- The split-BREAK model (Q468012) (← links)
- Mellin's transform and application to some time series models (Q469991) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← 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)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254) (← links)
- Zero truncated Poisson integer-valued AR\((1)\) model (Q604645) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- New mixed time series models having approximated beta marginals (Q646124) (← links)
- Doubly stochastic models with GARCH innovations (Q654181) (← links)
- Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process (Q730831) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance (Q826678) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- A note on GARCH model identification (Q945144) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Estimation in covariate-adjusted regression (Q959410) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- On some properties of autoregressive conditional Poisson (ACP) models (Q1046300) (← links)
- Distribution of recirculating lymphocytes: A stochastic model foundation (Q1112751) (← links)
- Inference for the random coefficients bifurcating autoregressive model for cell lineage studies (Q1125527) (← links)
- A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- Prediction via estimating functions (Q1298944) (← links)
- Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach (Q1323532) (← links)
- Prediction in random coefficient regression (Q1345564) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- M-estimates of autoregression with random coefficients (Q1616223) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients (Q1755118) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- On inference for threshold autoregressive models. (Q1872852) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
- A bivariate uniform autoregressive process (Q1880995) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
