Pages that link to "Item:Q1248873"

The following pages link to On conditional least squares estimation for stochastic processes (Q1248873):

Displaying 50 items.

• Estimating linear representations of nonlinear processes (Q111924) (← links)
• Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
• Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
• Product autoregressive models for non-negative variables (Q449010) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• Second order longitudinal dynamic models with covariates: estimation and forecasting (Q479482) (← links)
• First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• AR(1) model with skew-normal innovations (Q504186) (← links)
• Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
• Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
• Asymptotics of kernel error density estimators in nonlinear autoregressive models (Q552027) (← links)
• Inference in binomial AR(1) models (Q613196) (← links)
• Variance estimation in nonlinear autoregressive time series models (Q622460) (← links)
• Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
• A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
• Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
• Estimation of the offspring mean in a controlled branching process with a random control function (Q886116) (← links)
• Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
• Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165) (← links)
• A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors (Q899759) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• A non-stationary integer-valued autoregressive model (Q946258) (← links)
• Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
• Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
• Testing independence of two autocorrelated binary time series (Q1044019) (← links)
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
• Model specification testing of time series regressions (Q1057606) (← links)
• Adaptive control of Markov processes with incomplete state information and unknown parameters (Q1071659) (← links)
• Estimation in nonlinear time series models (Q1079909) (← links)
• Some asymptotic results for the branching process with immigration (Q1120915) (← links)
• Inference for the random coefficients bifurcating autoregressive model for cell lineage studies (Q1125527) (← links)
• Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
• Estimation of the variances in the branching process with immigration (Q1174830) (← links)
• Independence of partial autocorrelations for a classical immigration branching process (Q1176546) (← links)
• On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration (Q1181096) (← links)
• Strong consistency of Bayes estimates in nonlinear stochastic regression models (Q1299387) (← links)
• Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
• Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
• Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
• Martingales in mark-recapture experiments with constant recruitment and survival (Q1612632) (← links)
• Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter (Q1615200) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• Statistical inference of 2-type critical Galton-Watson processes with immigration (Q1744226) (← links)
• On sequential estimation for branching processes with immigration. (Q1766024) (← links)
• Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)