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Moving averages with random coefficients and random coefficient autoregressive models

JOURNAL ARTICLE published January 1991 in Communications in Statistics. Stochastic Models

Authors: Sidney I. Res nick | Eric Willekens

https://doi.org/10.1080/15326349108807204 Actions

Risk efficient estimation of fully dependent random coefficient autoregressive models of general order

JOURNAL ARTICLE published 2 September 2018 in Communications in Statistics - Theory and Methods

Authors: Bikram Karmakar | Indranil Mukhopadhyay

https://doi.org/10.1080/03610926.2017.1371758 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

Adaptive estimation for varying coefficient models with nonstationary covariates

JOURNAL ARTICLE published 18 August 2019 in Communications in Statistics - Theory and Methods

Authors: Zhiyong Zhou | Jun Yu

https://doi.org/10.1080/03610926.2018.1484483 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

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

Structural Change Monitoring for Random Coefficient Autoregressive Time Series

JOURNAL ARTICLE published 21 April 2015 in Communications in Statistics - Simulation and Computation

Authors: Fuxiao Li | Zheng Tian | Peiyan Qi

https://doi.org/10.1080/03610918.2013.800205 Actions

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

https://doi.org/10.1080/03610918.2022.2131822 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

Nonparametric Trend Estimation for Periodic Autoregressive Time Series

JOURNAL ARTICLE published 16 July 2009 in Communications in Statistics - Theory and Methods

Authors: Q. Shao

https://doi.org/10.1080/03610920802562731 Actions

An empirical validation of software cost estimation models

JOURNAL ARTICLE published May 1987 in Communications of the ACM

Authors: Chris F Kemerer

https://doi.org/10.1145/22899.22906 Actions

Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models

BOOK CHAPTER published 2016 in Advances in Time Series Methods and Applications

Authors: M. T. Tai | Y. X. Yang | S. Q. Ling

https://doi.org/10.1007/978-1-4939-6568-7_5 Actions

Tweedie compound Poisson model with first order autoregressive time random effect

JOURNAL ARTICLE published 2020 in Communications in Mathematical Biology and Neuroscience

https://doi.org/10.28919/cmbn/4960 Actions

A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model

JOURNAL ARTICLE published 16 February 2017 in Communications in Statistics - Theory and Methods

Authors: Zhi-Wen Zhao | De-Hui Wang | Cui-Xin Peng | Li Bi

https://doi.org/10.1080/03610926.2015.1032422 Actions

Rate-distortion function for nonstationary time-varying autoregressive (TVAR) processes

PROCEEDINGS ARTICLE published in Proceedings of the 1999 IEEE Information Theory and Communications Workshop (Cat. No. 99EX253)

Authors: D.G. Daut

https://doi.org/10.1109/itcom.1999.781436 Actions

ADAPTIVE PARAMETER ESTIMATION IN MULTIVARIATE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published 30 April 2001 in Communications in Statistics - Simulation and Computation

Authors: Matthias Arnold | Roland Günther

https://doi.org/10.1081/sac-100002366 Actions

A New Class of Autoregressive Models for Time Series of Binomial Counts

JOURNAL ARTICLE published 14 January 2009 in Communications in Statistics - Theory and Methods

Authors: Christian H. Weiß

https://doi.org/10.1080/03610920802233937 Actions

Estimation of structural vector autoregressive models

JOURNAL ARTICLE published 30 September 2017 in Communications for Statistical Applications and Methods

Authors: Helmut Lütkepohl

https://doi.org/10.5351/csam.2017.24.5.421 Actions

Estimation for autoregressive processes with positive innovations

JOURNAL ARTICLE published January 1992 in Communications in Statistics. Stochastic Models

Authors: Paul D. Feigin | Sidney I. Resnick

https://doi.org/10.1080/15326349208807235 Actions

Limit Theory for Random Coefficient First-Order Autoregressive Process

JOURNAL ARTICLE published 25 May 2010 in Communications in Statistics - Theory and Methods

Authors: Yong Zhang | XiaoYun Yang

https://doi.org/10.1080/03610920902940175 Actions
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