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Stationarity and Stability

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

https://doi.org/10.1007/978-1-4684-6273-9_2 Actions

Bayesian estimation for partially linear varying coefficient spatial autoregressive models

JOURNAL ARTICLE published 2022 in Statistics and Its Interface

Authors: Ruiqin Tian | Dengke Xu | Jiang Du | Junfei Zhang

https://doi.org/10.4310/21-sii682 Actions

A Monte Carlo Study

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

https://doi.org/10.1007/978-1-4684-6273-9_5 Actions

Minimum Distance Estimation in Random Coefficient Regression Models

JOURNAL ARTICLE published 1 December 1994 in The Annals of Statistics

Authors: R. Beran | P. W. Millar

https://doi.org/10.1214/aos/1176325767 Actions

Testing the Randomness of the Coefficients

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

https://doi.org/10.1007/978-1-4684-6273-9_6 Actions

Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models

JOURNAL ARTICLE published 2 October 2023 in Journal of Business & Economic Statistics

Authors: Lajos Horváth | Lorenzo Trapani

https://doi.org/10.1080/07350015.2022.2120485 Actions

Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes

JOURNAL ARTICLE published 2 January 2015 in Statistics

Authors: Hailin Sang | Yan Sun

https://doi.org/10.1080/02331888.2013.848865 Actions

Random coefficient volatility models

JOURNAL ARTICLE published April 2008 in Statistics & Probability Letters

Authors: A. Thavaneswaran | S. Peiris | S. Appadoo

https://doi.org/10.1016/j.spl.2007.09.019 Actions

Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

JOURNAL ARTICLE published 17 July 2016 in Communications in Statistics - Theory and Methods

Authors: Abdelouahab Bibi

https://doi.org/10.1080/03610926.2014.919401 Actions

Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process

JOURNAL ARTICLE published December 2009 in Statistics & Probability Letters

Authors: Daisuke Nagakura

https://doi.org/10.1016/j.spl.2009.09.001 Actions

Estimation of nonlinear random coefficient models

JOURNAL ARTICLE published July 1995 in Statistics & Probability Letters

Authors: Rogelio Q. Ramos | Sastry G. Pantula

https://doi.org/10.1016/0167-7152(94)00147-z Actions

Estimation for random coefficient autoregressive model

JOURNAL ARTICLE published 29 February 2016 in Korean Journal of Applied Statistics

Authors: Ju Sung Kim | Sung Duck Lee | Na Rae Jo | In Suk Ham

https://doi.org/10.5351/kjas.2016.29.1.257 Actions

Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random

JOURNAL ARTICLE published September 2022 in Computational Statistics

Research funded by Natural Science Foundation of Shandong Province (ZR2020MA021) | Ministry of Education Humanities and Social Sciences Research Youth Foundation (19YJC910011)

Authors: Xiaoshuang Zhou | Peixin Zhao

https://doi.org/10.1007/s00180-021-01192-2 Actions

Estimation in nonlinear random fields models of autoregressive type with random parameters

JOURNAL ARTICLE published 2 January 2024 in Communications in Statistics - Theory and Methods

Authors: Amel Saidi | Abdelghani Hamaz | Ouerdia Arezki

https://doi.org/10.1080/03610926.2022.2077962 Actions

PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS

JOURNAL ARTICLE published 23 July 2002 in Communications in Statistics - Theory and Methods

Authors: Jinhong You | Gemai Chen

https://doi.org/10.1081/sta-120004912 Actions

Detection of spatial heterogeneity based on spatial autoregressive varying coefficient models

JOURNAL ARTICLE published October 2022 in Spatial Statistics

Research funded by National Natural Science Foundation of China (11871056)

Authors: Chang-Lin Mei | Feng Chen

https://doi.org/10.1016/j.spasta.2022.100666 Actions

Maximum likelihood estimation for linear regression models with autoregressive errors

JOURNAL ARTICLE published January 1991 in Statistics

Authors: S. Schaffler

https://doi.org/10.1080/02331889108802302 Actions

Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood

JOURNAL ARTICLE published 1 February 2023 in Communications in Statistics - Simulation and Computation

Research funded by National Natural Science Foundation of China (11871028, 11731015, 11901053) | Natural Science Foundation of Jilin Province (20180101216JC) | Science and Technology Research Program of Education Department in Jilin Province for the 13th Five-Year Plan (JJKH20201231KJ)

Authors: Jin Chen | Dehui Wang | Cong Li | Jingwen Huang

https://doi.org/10.1080/03610918.2020.1855445 Actions

Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective

JOURNAL ARTICLE published 1 March 2014 in The Review of Economics and Statistics

Authors: Christopher R. Knittel | Konstantinos Metaxoglou

https://doi.org/10.1162/rest_a_00394 Actions

On the quasi-likelihood estimation for random coefficient autoregressions

JOURNAL ARTICLE published August 2012 in Statistics

Authors: L. Truquet | J. Yao

https://doi.org/10.1080/02331888.2010.541557 Actions
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