Semiparametric estimation of the modified random coefficient autoregressive model and it's properties

被引：0

作者：

Department of Economics, College of Business and Public Administration, University of North Dakota, Grand Forks, ND-58202, United States ^{[1
]}

机构：

来源：

Int. J. Appl. Math. Stat. | 2009年 / D09卷 / 56-65期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[21] PARAMETER-ESTIMATION IN A REGRESSION-MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
HWANG, SY
BASAWA, IV
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1993, 36 (01) : 57 - 67
[22] Parameter estimation in a partly linear regression model with random coefficient autoregressive errors
You, JH
Chen, GM
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2002, 31 (07) : 1137 - 1158
[23] Parameter estimation for generalized random coefficient autoregressive processes
Hwang, SY
Basawa, IV
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 68 (02) : 323 - 337
[24] UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
Hill, Jonathan
Peng, Liang
JOURNAL OF TIME SERIES ANALYSIS, 2014, 35 (03) : 282 - 297
[25] Minimum distance estimation for random coefficient autoregressive models
Swaminathan, V
NaikNimbalkar, UV
STATISTICS & PROBABILITY LETTERS, 1997, 34 (04) : 313 - 322
[26] Coefficient constancy test in generalized random coefficient autoregressive model
Zhao, Zhi-Wen
Wang, De-Hui
Peng, Cui-Xin
APPLIED MATHEMATICS AND COMPUTATION, 2013, 219 (20) : 10283 - 10292
[27] Some Estimation Methods for a Random Coefficient in the Gegenbauer Autoregressive Moving-Average Model
Essefiani, Oumaima
El Halimi, Rachid
Hamdoune, Said
MATHEMATICS, 2024, 12 (11)
[28] A Comparison of Parameter Estimation Methods for the First-Order of Random Coefficient Autoregressive Model
Araveeporn, Autcha
THAILAND STATISTICIAN, 2022, 20 (04): : 892 - 904
[29] Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Kien C. Tran
Mike G. Tsionas
Journal of Spatial Econometrics, 2023, 4 (1):
[30] Efficient estimation in a semiparametric additive regression model with autoregressive errors
Schick, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1996, 61 (02) : 339 - 361

← 1 2 3 4 5 →