Comparing Parameter Estimation of Random Coefficient Autoregressive Model by Frequentist Method

JOURNAL ARTICLE published 2 January 2020 in Mathematics

Authors: Autcha Araveeporn

Coefficient constancy test in generalized random coefficient autoregressive model

JOURNAL ARTICLE published June 2013 in Applied Mathematics and Computation

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

On the sample variance of explosive random coefficient autoregressive processes

JOURNAL ARTICLE published December 2011 in Applied Mathematics Letters

Authors: Terence Tai-Leung Chong | Wai-Kit Leung

Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter

JOURNAL ARTICLE published 13 May 2019 in Journal of Applied Mathematics

Authors: Mohammed Benmoumen | Jelloul Allal | Imane Salhi

Estimation of a random coefficient model under linear stochastic constraints

JOURNAL ARTICLE published December 1984 in Annals of the Institute of Statistical Mathematics

Authors: V. K. Srivastava | Baldev Raj | Kuldeep Kumar

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

Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations

JOURNAL ARTICLE published September 2015 in Journal of Computational and Applied Mathematics

Research funded by National Natural Science Foundation of China (11301481) | Zhejiang Provincial Natural Science Foundation of China (11371321,LY13A01003)

Authors: Ke-Ang Fu | Xiaoyong Fu

First-order random coefficient mixed-thinning integer-valued autoregressive model

JOURNAL ARTICLE published August 2022 in Journal of Computational and Applied Mathematics

Research funded by National Natural Science Foundation of China (11871028,11731015) | Applied Basic Research Program of Sichuan Province (201901D211105)

Authors: Leiya Chang | Xiufang Liu | Dehui Wang | Yingchuan Jing | Chenlong Li

Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model

JOURNAL ARTICLE published 10 November 2023 in Mathematics

Research funded by the National Social Science Foundation of China (23BTJ061) | the Research Matching Grant Scheme from the Research Grants Council of Hong Kong (RMGS-2022-11-08) | Humanities and Social Science Project of the Ministry of Education of China (21YJC910003) | Foundation of Henan Educational Committee (21A910004) | General Research Fund of Hong Kong (HKBU12300123,HKBU12303421) | National Natural Science Foundation of China (1207010822) | Research Grants Council of Hong Kong (RMGS-2022-11-08)

Authors: Sanying Feng | Tiejun Tong | Sung Nok Chiu

Power spectrum estimation through autoregressive model fitting

JOURNAL ARTICLE published December 1969 in Annals of the Institute of Statistical Mathematics

Authors: Hirotugu Akaike

Stratified random sampling (III) estimation of the correlation coefficient

JOURNAL ARTICLE published December 1971 in Annals of the Institute of Statistical Mathematics

Authors: Kazumasa Wakimoto

Asymptotically efficient autoregressive model selection for multistep prediction

JOURNAL ARTICLE published September 1996 in Annals of the Institute of Statistical Mathematics

Authors: R. J. Bhansali

Parameter estimation of an autoregressive moving average model

JOURNAL ARTICLE published December 1982 in Annals of the Institute of Statistical Mathematics

Authors: Junji Nakano

Optimal estimation in random coefficient regression models

JOURNAL ARTICLE published June 1992 in Annals of the Institute of Statistical Mathematics

Authors: T. V. Ramanathan | M. B. Rajarshi

Estimation in Partial Functional Linear Spatial Autoregressive Model

JOURNAL ARTICLE published 1 October 2020 in Mathematics

Authors: Yuping Hu | Siyu Wu | Sanying Feng | Junliang Jin

Testing the tail index in autoregressive models

JOURNAL ARTICLE published September 2009 in Annals of the Institute of Statistical Mathematics

Authors: Jana Jurečková | Hira L. Koul | Jan Picek

Weak limits of random coefficient autoregressive processes and their application in ruin theory

JOURNAL ARTICLE published March 2020 in Insurance: Mathematics and Economics

Authors: Y. Dong | J. Spielmann

Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model

JOURNAL ARTICLE published November 2014 in Science China Mathematics

Authors: YaHong Zhou | LiMing Wang | XiaoDan He

Adaptive estimation for spatially varying coefficient models

JOURNAL ARTICLE published 2023 in AIMS Mathematics

Authors: Heng Liu | Xia Cui

Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions

JOURNAL ARTICLE published March 2019 in Journal of Computational and Applied Mathematics

Research funded by National Natural Science Foundation of China (11571138,11671054) | The national social science fund of China (16BTJ020)

Authors: Zhi-Wen Zhao | Yang Li | Cui-Xin Peng | Zhi-Hui Fu