Pages that link to "Item:Q3779616"
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The following pages link to ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616):
Displaying 21 items.
- Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
- RCA model with quadratic GARCH innovation distribution (Q452958) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- RCA models with GARCH innovations (Q1027477) (← links)
- Estimation of multivariate non-linear time series models (Q1193965) (← links)
- A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
- Prediction via estimating functions (Q1298944) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- Generalized smoothed estimating functions for nonlinear time series. (Q1423103) (← links)
- Estimation for regression with infinite variance errors (Q1596877) (← links)
- Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Estimating functions for branching processes (Q1918456) (← links)
- Nonparametric estimation for some nonlinear models (Q1922244) (← links)
- A note on Model Reference Adaptive System (MRAS) estimate with infinite variance (Q4850111) (← links)
