Inference for a binary lattice Markov process

JOURNAL ARTICLE published May 1999 in Statistics & Probability Letters

Authors: S.Y. Hwang | I.V. Basawa

First-order observation-driven integer-valued autoregressive processes

JOURNAL ARTICLE published January 2008 in Statistics & Probability Letters

Authors: Haitao Zheng | Ishwar V. Basawa

Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables

JOURNAL ARTICLE published September 2005 in Statistical Inference for Stochastic Processes

Authors: Julien Damon | Serge Guillas

Correction: A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes

JOURNAL ARTICLE published 1 June 1993 in The Annals of Statistics

Authors: Yuzo Hosoya | Masanobu Taniguchi

On nonparametric estimation of intercept and slope distributions in random coefficient regression

JOURNAL ARTICLE published 1 December 1996 in The Annals of Statistics

Authors: Rudolf Beran | Andrey Feuerverger | Peter Hall

Stable Parameter Estimation for Autoregressive Equations with Random Coefficients

JOURNAL ARTICLE published 3 December 2014 in Science and Education of the Bauman MSTU

Authors: Vladimir Goryainov | Elena Goryainova

Inference for gamma and stable processes

JOURNAL ARTICLE published 1978 in Biometrika

Authors: I. V. BASAWA | P. J. BROCKWELL

Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models

JOURNAL ARTICLE published 1 April 1997 in The Annals of Statistics

Authors: Leszek Marzec | Paweł Marzec

Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data

JOURNAL ARTICLE published January 2017 in Journal of Multivariate Analysis

Research funded by Research Council of Lithuania (MIP-063/2013)

Authors: Remigijus Leipus | Anne Philippe | Vytautė Pilipauskaitė | Donatas Surgailis

Monitoring parameter changes for random coefficient autoregressive models

JOURNAL ARTICLE published September 2010 in Journal of the Korean Statistical Society

Authors: Okyoung Na | Jiyeon Lee | Sangyeol Lee

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

Bounds on the Accuracy Attainable in the Estimation of Continuous Random Processes

BOOK CHAPTER published 2009 in Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published May 2014 in Journal of Time Series Analysis

Authors: Jonathan Hill | Liang Peng

Two-Parameter Pareto Distribution

BOOK CHAPTER published 1998 in Entropy-Based Parameter Estimation in Hydrology

Authors: Vijay P. Singh

Three-Parameter Generalized Pareto Distribution

BOOK CHAPTER published 1998 in Entropy-Based Parameter Estimation in Hydrology

Authors: Vijay P. Singh

Estimation in Random Coefficient Autoregressive Models

JOURNAL ARTICLE published January 2006 in Journal of Time Series Analysis

Authors: Alexander Aue | Lajos Horváth | Josef Steinebach

Bayesian estimation and unit root tests for Random Coefficient AutoRegressive models

JOURNAL ARTICLE published 24 November 2008 in Model Assisted Statistics and Applications

Authors: Dazhe Wang | Sujit K. Ghosh

Two-Parameter Generalized Pareto Distribution

BOOK CHAPTER published 1998 in Entropy-Based Parameter Estimation in Hydrology

Authors: Vijay P. Singh

A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models

JOURNAL ARTICLE published March 1998 in Advances in Applied Probability

Authors: Andreas Rudolph

A new cumulant based parameter estimation method for noncausal autoregressive systems

PROCEEDINGS ARTICLE published in Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing