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Estimation for a class of generalized state-space time series models

JOURNAL ARTICLE published December 2002 in Statistics & Probability Letters

Authors: T. Fukasawa | I.V. Basawa

Observation-driven generalized state space models for categorical time series

JOURNAL ARTICLE published December 2009 in Statistics & Probability Letters

Authors: X. Zhen | I.V. Basawa

3 Generalized State-Space Models

BOOK CHAPTER published 18 February 1999 in Asymptotics, Nonparametrics, and Time Series

Estimation in a class of nonlinear heteroscedastic time series models

JOURNAL ARTICLE published 1 January 2008 in Electronic Journal of Statistics

Authors: Joseph Ngatchou-Wandji

State Space Models

OTHER published 5 August 2002 in Regression Models for Time Series Analysis

Truncated sum-of-squares estimation of fractional time series models with generalized power law trend

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Javier Hualde | Morten Ørregaard Nielsen

GMM Estimation of Time Series Models

BOOK CHAPTER published 13 April 1999 in Generalized Method of Moments Estimation

Authors: David Harris

Time Series Following Generalized Linear Models

OTHER published 5 August 2002 in Regression Models for Time Series Analysis

State-Space Models

BOOK CHAPTER published 2002 in Introduction to Time Series and Forecasting

Inference for a Class of Causal Spatial Models

BOOK CHAPTER published 1996 in Athens Conference on Applied Probability and Time Series Analysis

Authors: I. V. Basawa

Non-Gaussian bifurcating models and quasi-likelihood estimation

JOURNAL ARTICLE published 2004 in Journal of Applied Probability

Authors: I. V. Basawa | J. Zhou

Efficient likelihood estimation in state space models

JOURNAL ARTICLE published 1 August 2006 in The Annals of Statistics

Authors: Cheng-Der Fuh

Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics

Authors: Vicky Fasen-Hartmann | Markus Scholz

Asymptotic optimal inference for a class of nonlinear time series models

JOURNAL ARTICLE published May 1993 in Stochastic Processes and their Applications

Authors: Sun Young Hwang | I.V. Basawa

Estimation of Time Series Parameters

BOOK CHAPTER published 2002 in Predictions in Time Series Using Regression Models

Authors: František Štulajter

Time Invariant State Space Models

BOOK CHAPTER published 2016 in Multivariate Time Series With Linear State Space Structure

Authors: Víctor Gómez

Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations

BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models

Estimation of time series models using residuals dependence measures

JOURNAL ARTICLE published 1 October 2022 in The Annals of Statistics

Authors: Carlos Velasco

State Space Models for Count Time Series

BOOK CHAPTER published 6 January 2016 in Handbook of Discrete-Valued Time Series

Spatial asymptotics for the parabolic Anderson models with generalized time–space Gaussian noise

JOURNAL ARTICLE published 1 March 2016 in The Annals of Probability

Authors: Xia Chen