Adaptive estimation in a random coefficient autoregressive model

JOURNAL ARTICLE published 1 June 1996 in The Annals of Statistics

Authors: Hira L. Koul | Anton Schick

√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL

JOURNAL ARTICLE published June 1996 in Australian Journal of Statistics

Authors: Anton Schick

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

R-Estimation of the Parameters of Autoregressive [Ar (p)] Models

JOURNAL ARTICLE published 1 March 1993 in The Annals of Statistics

Authors: Hira L. Koul | A. K. Md. E. Saleh

Efficient Estimation in Nonlinear Autoregressive Time-Series Models

JOURNAL ARTICLE published September 1997 in Bernoulli

Authors: Hira L. Koul | Anton Schick

On optimal adaptive estimation of a quadratic functional

JOURNAL ARTICLE published 1 June 1996 in The Annals of Statistics

Authors: Sam Efromovich | Mark Low

Minimum Distance Estimation in a Linear Regression Model

JOURNAL ARTICLE published 1 September 1983 in The Annals of Statistics

Authors: H. Koul | T. DeWet

Comparing Parameter Estimation of Random Coefficient Autoregressive Model by Frequentist Method

JOURNAL ARTICLE published 2 January 2020 in Mathematics

Authors: Autcha Araveeporn

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

Shrinkage estimation in the two-way multivariate normal model

JOURNAL ARTICLE published 1 April 1996 in The Annals of Statistics

Authors: Li Sun

Efficient estimation for the proportional hazards model with interval censoring

JOURNAL ARTICLE published 1 April 1996 in The Annals of Statistics

Authors: Jian Huang

Uniform rates of estimation in the semiparametric Weibull mixture model

JOURNAL ARTICLE published 1 August 1996 in The Annals of Statistics

Authors: Hemant Ishwaran

Estimation for random coefficient integer-valued autoregressive model under random environment

JOURNAL ARTICLE published December 2019 in Advances in Difference Equations

Research funded by National Natural Science Foundation of China (11461032,11401267) | Jiangxi University of Science and Technology (the Program of Qingjiang Excellent Young Talents)

Authors: Yan Cui | Yun Y. Wang

Robust estimation of parameters in a mixed unbalanced model

JOURNAL ARTICLE published 1 August 1996 in The Annals of Statistics

Authors: Tadeusz Bednarski | Stefan Zontek

Estimation of the Correlation Coefficient from a Broken Random Sample

JOURNAL ARTICLE published 1 March 1980 in The Annals of Statistics

Authors: Morris H. DeGroot | Prem K. Goel

The transfer principle: A tool for complete case analysis

JOURNAL ARTICLE published 1 December 2012 in The Annals of Statistics

Authors: Hira L. Koul | Ursula U. Müller | Anton Schick

Efficient prediction for linear and nonlinear autoregressive models

JOURNAL ARTICLE published 1 October 2006 in The Annals of Statistics

Authors: Ursula U. Müller | Anton Schick | Wolfgang Wefelmeyer

Asymptotics of some estimators and sequential residual empiricals in nonlinear time series

JOURNAL ARTICLE published 1 February 1996 in The Annals of Statistics

Authors: Hira L. Koul

Asymptotic properties of estimators for autoregressive models with errors in variables

JOURNAL ARTICLE published 1 February 1996 in The Annals of Statistics

Authors: Kamal C. Chanda

Efficient estimation in the bivariate censoring model and repairing NPMLE

JOURNAL ARTICLE published 1 April 1996 in The Annals of Statistics

Authors: Mark J. van der Laan