Estimation in nonstationary random coefficient autoregressive models

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Estimation in Random Coefficient Autoregressive Models

JOURNAL ARTICLE published January 2006 in Journal of Time Series Analysis

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Estimation of stationary autoregressive models with the Bayesian LASSO

JOURNAL ARTICLE published August 2013 in Journal of Time Series Analysis

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UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published May 2014 in Journal of Time Series Analysis

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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

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

Estimation Problems in Nonstationary Autoregressive Models

OTHER published 17 April 2017 in Time Series Analysis

Autoregressive coefficient estimation in nonparametric analysis

JOURNAL ARTICLE published November 2011 in Journal of Time Series Analysis

Authors: Q. Shao | L. J. Yang

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

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BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published November 2013 in Journal of Time Series Analysis

Authors: Thorsten Fink | Jens‐Peter Kreiss

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

ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH

JOURNAL ARTICLE published March 1983 in Journal of Time Series Analysis

Authors: W. K. Li | Y. V. Hui

Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses

JOURNAL ARTICLE published March 2001 in Journal of Time Series Analysis

Authors: Rong Chen | Lon‐Mu Liu

ESTIMATION AND BLIND DECONVOLUTION OF AUTOREGRESSIVE SYSTEMS WITH NONSTATIONARY BINARY INPUTS

JOURNAL ARTICLE published November 1993 in Journal of Time Series Analysis

Authors: Ta‐Hsin Li

THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II

JOURNAL ARTICLE published May 1981 in Journal of Time Series Analysis

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

A simple procedure for computing improved prediction intervals for autoregressive models

JOURNAL ARTICLE published November 2009 in Journal of Time Series Analysis

Authors: Paolo Vidoni

1 Nonstationary autoregressive time series

BOOK CHAPTER published 1985 in Handbook of Statistics

Authors: Wayne A. Fuller

Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations

JOURNAL ARTICLE published July 2008 in Journal of Time Series Analysis

Authors: Peter Burridge | Daniela Hristova

ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS VIA HIGH‐ORDER AUTOREGRESSIVE APPROXIMATIONS

JOURNAL ARTICLE published May 1989 in Journal of Time Series Analysis

Authors: Bo Wahlberg