Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 165484 results
Sort by: relevance publication year

Bayesian estimation and unit root tests for Random Coefficient AutoRegressive models

JOURNAL ARTICLE published 24 November 2008 in Model Assisted Statistics and Applications

Authors: Dazhe Wang | Sujit K. Ghosh

https://doi.org/10.3233/mas-2008-3401 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

Identification and Estimation of 'Irregular' Correlated Random Coefficient Models

REPORT published November 2008

Authors: Bryan Graham | James Powell

https://doi.org/10.3386/w14469 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

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

Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings

REPORT published June 2008

Authors: Christopher Knittel | Konstantinos Metaxoglou

https://doi.org/10.3386/w14080 Actions

Testing for unit root processes in random coefficient autoregressive models

JOURNAL ARTICLE published January 2008 in Journal of Econometrics

Authors: Walter Distaso

https://doi.org/10.1016/j.jeconom.2007.09.002 Actions

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

https://doi.org/10.1016/0047-259x(81)90095-6 Actions

Minimum distance estimation for random coefficient autoregressive models

JOURNAL ARTICLE published June 1997 in Statistics & Probability Letters

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

https://doi.org/10.1016/s0167-7152(96)00196-4 Actions

Estimation in Random Coefficient Autoregressive Models

JOURNAL ARTICLE published January 2006 in Journal of Time Series Analysis

Authors: Alexander Aue | Lajos Horváth | Josef Steinebach

https://doi.org/10.1111/j.1467-9892.2005.00453.x Actions

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published May 2014 in Journal of Time Series Analysis

Authors: Jonathan Hill | Liang Peng

https://doi.org/10.1111/jtsa.12064 Actions

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

https://doi.org/10.1111/j.1467-9892.2009.00615.x Actions

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

https://doi.org/10.1111/j.1467-9892.1980.tb00299.x Actions

Comparing Parameter Estimation of Random Coefficient Autoregressive Model by Frequentist Method

JOURNAL ARTICLE published 2 January 2020 in Mathematics

Authors: Autcha Araveeporn

https://doi.org/10.3390/math8010062 Actions

Testing for Random Coefficient Autoregressive and Stochastic Unit Root Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Daisuke Nagakura

https://doi.org/10.2139/ssrn.3358301 Actions

Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors

JOURNAL ARTICLE published September 2014 in Statistics & Probability Letters

Research funded by Natural Sciences and the Engineering Council of Canada (NSERC) (98832-2011)

Authors: Saber Fallahpour | S. Ejaz Ahmed

https://doi.org/10.1016/j.spl.2014.05.020 Actions

PROBEWARE – CORPORATE VS OPEN SOURCE

BOOK CHAPTER published 2023 in Active Science Education

Authors: Petr Šmejkal | Charles University, Prague | Jan Staníček | Tomáš Feltl | Charles University, Prague | Charles University, Prague

https://doi.org/10.24917/9788380848139.4 Actions

Moving averages with random coefficients and random coefficient autoregressive models

JOURNAL ARTICLE published January 1991 in Communications in Statistics. Stochastic Models

Authors: Sidney I. Res nick | Eric Willekens

https://doi.org/10.1080/15326349108807204 Actions

Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models

JOURNAL ARTICLE published 6 February 2018 in Entropy

Authors: Jiwon Kang

https://doi.org/10.3390/e20020107 Actions

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
Feedback: support@crossref.org