Comparing Parameter Estimation of Random Coefficient Autoregressive Model by Frequentist Method

JOURNAL ARTICLE published 2 January 2020 in Mathematics

Authors: Autcha Araveeporn

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

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

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

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

Estimation for Nonnegative First-Order Autoregressive Processes with an Unknown Location Parameter

JOURNAL ARTICLE published 2012 in Applied Mathematics

Authors: Andrew Bartlett | William McCormick

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

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

Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation

JOURNAL ARTICLE published 16 December 2020 in Discrete Mathematics and Applications

Authors: Valeriy A. Voloshko | Yuriy S. Kharin

Estimation of the drift coefficient parameter in diffusion processes

JOURNAL ARTICLE published 1983 in Journal of Soviet Mathematics

Authors: Ch. Bauer

Parameter Estimation and Asymptotics

BOOK CHAPTER published 2014 in Springer Monographs in Mathematics

Authors: Malempati M. Rao

Parameter estimation for generalized diffusion processes with reflected boundary

JOURNAL ARTICLE published June 2016 in Science China Mathematics

Authors: QingPei Zang | LiXin Zhang

A Modified Landweber Iteration for Solving Parameter Estimation Problems

JOURNAL ARTICLE published 1 July 1998 in Applied Mathematics and Optimization

Authors: O. Scherzer

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models

JOURNAL ARTICLE published November 2011 in International Journal of Computer Mathematics

Authors: Wei Wang | Junhong Li | Ruifeng Ding

ON PARAMETER ESTIMATION OF SEMI-VARYING COEFFICIENT MODELS WITH CORRELATED RANDOM ERRORS

JOURNAL ARTICLE published 7 January 2015 in International Journal of Pure and Apllied Mathematics

Authors: Y. Xia | L. Zhang

A Hierarchical Approach for Joint Parameter and State Estimation of a Bilinear System with Autoregressive Noise

JOURNAL ARTICLE published 17 April 2019 in Mathematics

Research funded by National Natural Science Foundation of China (No. 61873111,61803183)

Authors: Xiao Zhang | Feng Ding | Ling Xu | Ahmed Alsaedi | Tasawar Hayat

Generalized Random Fields

BOOK CHAPTER published 2018 in Compact Textbooks in Mathematics

Authors: Stefan Schäffler

A Decentralized Framework for Parameter and State Estimation of Infiltration Processes

JOURNAL ARTICLE published 1 May 2020 in Mathematics

Authors: Song Bo | Jinfeng Liu

Parameter Estimation and Hypothesis Testing of Geographically Weighted Multivariate Generalized Poisson Regression

JOURNAL ARTICLE published 7 September 2020 in Mathematics

Authors: Sarni Maniar Berliana | Santi Puteri Rahayu

On Limit Theorems for Functional Autoregressive Processes with Random Coefficients

JOURNAL ARTICLE published November 2023 in Lobachevskii Journal of Mathematics

Authors: S. O. Sharipov