Non‐linear random effects models with continuous time autoregressive errors: a Bayesian approach

JOURNAL ARTICLE published 15 May 2006 in Statistics in Medicine

Authors: Rolando De la Cruz‐Mesía | Guillermo Marshall

Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models

JOURNAL ARTICLE published November 2014 in Statistics & Probability Letters

Authors: Rongning Wu

Comparing the First and the Second Orders of Random Coefficient Autoregressive Model on Time Series Data

PROCEEDINGS ARTICLE published 8 July 2019 in Proceedings of the 2019 2nd International Conference on Mathematics and Statistics

Research funded by King Mongkut's Institute of Technology Ladkrabang (2562-01-05-31)

Authors: Autcha Araveeporn | Somsri Banditvilai

Maximum likelihood estimation for linear regression models with autoregressive errors

JOURNAL ARTICLE published January 1991 in Statistics

Authors: S. Schaffler

On nonrecurrence of nonlinear random time delay autoregressive models under random environment

JOURNAL ARTICLE published 17 October 2022 in Communications in Statistics - Simulation and Computation

Research funded by National Nature Science Foundation of China (11461032,11401267) | Program of Qingjiang Excellent Young Talents, and the Science Foundation of Jiangxi Provincial Education Department (GJJ190461)

Authors: Yunyan Wang | Yanfang Wang | Wei Li | Mingtian Tang

Single‐Index Additive Vector Autoregressive Time Series Models

JOURNAL ARTICLE published September 2009 in Scandinavian Journal of Statistics

Authors: YEHUA LI | MARC G. GENTON

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

ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS

JOURNAL ARTICLE published June 1988 in Australian Journal of Statistics

Authors: V. V. Anh

Estimation of semivarying coefficient time series models with ARMA errors

JOURNAL ARTICLE published 1 August 2016 in The Annals of Statistics

Authors: Huang Lei | Yingcun Xia | Xu Qin

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

On the quasi-likelihood estimation for random coefficient autoregressions

JOURNAL ARTICLE published August 2012 in Statistics

Authors: L. Truquet | J. Yao

On the Comparative Performance of Pure Vector Autoregressive-Moving Average and Vector Bilinear Autoregressive-Moving Average Time Series Models

JOURNAL ARTICLE published 15 April 2009 in Asian Journal of Mathematics & Statistics

Authors: I.A. Iwok | E.H. Etuk

Adaptive estimation for an extension of the autoregressive time series model

JOURNAL ARTICLE published January 1988 in Statistics

Authors: Roland Gunther

Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors

JOURNAL ARTICLE published 1 February 1998 in The Annals of Statistics

Authors: Shiqing Ling | W. K. Li

Robust Estimation Of Autoregressive Moving Average Models

BOOK CHAPTER published 1985 in Mathematical Statistics and Applications

Authors: Norbert Stockinger

Backfitting Random Varying‐Coefficient Models with Time‐Dependent Smoothing Covariates

JOURNAL ARTICLE published March 2004 in Scandinavian Journal of Statistics

Authors: Hulin Wu | Hua Liang

Estimation Problems in Noninvertible Moving Average Models

OTHER published 17 April 2017 in Time Series Analysis

A test for strict stationarity in a random coefficient autoregressive model of order 1

JOURNAL ARTICLE published October 2021 in Statistics & Probability Letters

Authors: Lorenzo Trapani

Modelling Nonstationary Spatial Lag Models with Hidden Markov Random Fields

JOURNAL ARTICLE published August 2021 in Spatial Statistics

Research funded by Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (105218_166504)

Authors: C. Ghiringhelli | F. Bartolucci | A. Mira | G. Arbia

Parsimonious periodic autoregressive models for time series with evolving trend and seasonality

JOURNAL ARTICLE published February 2020 in Statistics and Computing

Authors: Francesco Battaglia | Domenico Cucina | Manuel Rizzo