Asymptotic results for random coefficient bifurcating autoregressive processes

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PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS

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Preface

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

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4. Inference

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Robust M-estimates and generalized M-estimates for autoregressive parameter estimation

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Parameter estimation algorithm for multivariable controlled autoregressive autoregressive moving average systems

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Research funded by National Natural Science Foundation of China (61472195) | National First-Class Discipline Program of Light Industry Technology and Engineering (LITE2018-26) | 111 Project (B12018)

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

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

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Basic Principles and Methods of Statistical Inference

BOOK CHAPTER published 1980 in Statistical Inference for Stochastic Processes

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Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes

JOURNAL ARTICLE published December 1998 in Journal of the Italian Statistical Society

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Estimation for binary models generated by Gaussian autoregressive processes

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Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion

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Estimation for Autoregressive Processes with Unit Roots

JOURNAL ARTICLE published 1 September 1979 in The Annals of Statistics

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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

Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects

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Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality

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Research funded by National Research Foundation of Korea (NRF-2009-0084772,KRF-2008-313-C00133)

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Parameter estimation for autoregressive Gaussian-mixture processes: the EMAX algorithm

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Authors: S.M. Verbout | J.M.O. Jeffrey | J.T. Ludwig | A.V. Oppenheim

Estimation of Random Coefficient Autoregressive Model with Error in Covariates

JOURNAL ARTICLE published 2 May 2024 in Axioms

Research funded by National Natural Science Foundation of China (12271231,12001229,11901053) | Natural Science Foundation of Jilin Province (20240101291JC)

Authors: Xiaolei Zhang | Jin Chen | Qi Li

Autoregressive coefficient estimation in nonparametric analysis

JOURNAL ARTICLE published November 2011 in Journal of Time Series Analysis

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Statistical inference for branching processes

JOURNAL ARTICLE published October 1995 in Journal of Statistical Planning and Inference

Authors: Ishwar V. Basawa