Estimation in nonstationary random coefficient autoregressive models

JOURNAL ARTICLE published July 2009 in Journal of Time Series Analysis

Authors: István Berkes | Lajos Horváth | Shiqing Ling

Estimation in Random Coefficient Autoregressive Models

JOURNAL ARTICLE published January 2006 in Journal of Time Series Analysis

Authors: Alexander Aue | Lajos Horváth | Josef Steinebach

Estimation of stationary autoregressive models with the Bayesian LASSO

JOURNAL ARTICLE published August 2013 in Journal of Time Series Analysis

Authors: Daniel F. Schmidt | Enes Makalic

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published May 2014 in Journal of Time Series Analysis

Authors: Jonathan Hill | Liang Peng

THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I

JOURNAL ARTICLE published January 1980 in Journal of Time Series Analysis

Authors: D. F. Nicholls | B. G. Quinn

Estimation Problems in Nonstationary Autoregressive Models

OTHER published 17 April 2017 in Time Series Analysis

Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity

JOURNAL ARTICLE published 1 December 2001 in Biometrika

Authors: W. K. Li | S. Ling | H. Wong

Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test

JOURNAL ARTICLE published September 2023 in Journal of Time Series Analysis

Research funded by National Research Foundation of Korea (2021A2C1004009)

Authors: Sangyeol Lee | Minyoung Jo

The Estimation of Multivariate Models

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

Autoregressive coefficient estimation in nonparametric analysis

JOURNAL ARTICLE published November 2011 in Journal of Time Series Analysis

Authors: Q. Shao | L. J. Yang

Maximum Likelihood Estimation of Scalar Models

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

Least Squares Estimation of Scalar Models

BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction

Authors: Des F. Nicholls | Barry G. Quinn

Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models

JOURNAL ARTICLE published 2 October 2023 in Journal of Business & Economic Statistics

Authors: Lajos Horváth | Lorenzo Trapani

Conditional L1 estimation for random coefficient integer-valued autoregressive processes

JOURNAL ARTICLE published January 2013 in Statistics & Risk Modeling

Authors: Xi Chen | Lihong Wang

Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis

JOURNAL ARTICLE published March 2009 in Journal of Time Series Analysis

Authors: Jiwon Kang | Sangyeol Lee

Two-Stage Weighted Least Squares Estimation of Nonstationary Random Coefficient Autoregressions

JOURNAL ARTICLE published 15 May 2013 in Journal of Time Series Econometrics

Authors: Abdelhakim Aknouche

BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published November 2013 in Journal of Time Series Analysis

Authors: Thorsten Fink | Jens‐Peter Kreiss

The estimation of multivariate random coefficient autoregressive models

JOURNAL ARTICLE published December 1981 in Journal of Multivariate Analysis

Authors: D.F. Nicholls | B.G. Quinn

Minimum distance estimation for random coefficient autoregressive models

JOURNAL ARTICLE published June 1997 in Statistics & Probability Letters

Authors: V. Swaminathan | U.V. Naik-Nimbalkar

Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models

JOURNAL ARTICLE published September 2000 in Journal of Time Series Analysis

Authors: Jan Beran | Sucharita Ghosh