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Random Coefficient Autoregressive Models: An Introduction

BOOK published 1982 in Lecture Notes in Statistics

Authors: Des F. Nicholls | Barry G. Quinn

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

Introduction

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_1 Actions

An Application

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_8 Actions

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

The Estimation of Multivariate Models

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_7 Actions

Maximum Likelihood Estimation of Scalar Models

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_4 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

Least Squares Estimation of Scalar Models

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_3 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

Random Coefficient Models

BOOK CHAPTER published 1984 in Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data

Authors: Søren Johansen

https://doi.org/10.1007/978-1-4612-5244-3_4 Actions

Fitting Linear Models

BOOK published 1982 in Lecture Notes in Statistics

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3 Actions

Autoregressive Processes

BOOK CHAPTER published 2022 in Time Series Models

Authors: Manfred Deistler | Wolfgang Scherrer

https://doi.org/10.1007/978-3-031-13213-1_5 Actions

Examples: Gaussian Linear Models

BOOK CHAPTER published 1982 in Fitting Linear Models

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3_6 Actions

Examples: Generalized Linear Models

BOOK CHAPTER published 1982 in Fitting Linear Models

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3_7 Actions

Preliminaries

BOOK CHAPTER published 1982 in Fitting Linear Models

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3_1 Actions

Introduction

BOOK CHAPTER published 1982 in GLIM 82: Proceedings of the International Conference on Generalised Linear Models

Authors: J. A. Nelder

https://doi.org/10.1007/978-1-4612-5771-4_1 Actions

Concluding Remarks

BOOK CHAPTER published 1982 in Fitting Linear Models

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3_8 Actions

The Linear Model

BOOK CHAPTER published 1982 in Fitting Linear Models

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3_2 Actions

GLIM 82: Proceedings of the International Conference on Generalised Linear Models

BOOK published 1982 in Lecture Notes in Statistics

Editors: Robert Gilchrist

https://doi.org/10.1007/978-1-4612-5771-4 Actions

The Conjugate Gradient Algorithm

BOOK CHAPTER published 1982 in Fitting Linear Models

Authors: Allen Mclntosh

https://doi.org/10.1007/978-1-4612-5752-3_3 Actions
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