Semiparametric estimation of the modified random coefficient autoregressive model and it's properties

被引：0
|
作者：
Department of Economics, College of Business and Public Administration, University of North Dakota, Grand Forks, ND-58202, United States [1 ]
机构：
来源：
Int. J. Appl. Math. Stat. | 2009年 / D09卷 / 56-65期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] Semiparametric Estimation of the Modified Random Coefficient Autoregressive Model and it's Properties
    Simlai, Pradosh
    [J]. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2009, 15 (D09): : 47 - 62
  • [2] Estimation for random coefficient autoregressive model
    Kim, Ju Sung
    Lee, Sung Duck
    Jo, Na Rae
    Ham, In Suk
    [J]. KOREAN JOURNAL OF APPLIED STATISTICS, 2016, 29 (01) : 257 - 266
  • [3] Adaptive estimation in a random coefficient autoregressive model
    Koul, HL
    Schick, A
    [J]. ANNALS OF STATISTICS, 1996, 24 (03): : 1025 - 1052
  • [4] Estimation of Random Coefficient Autoregressive Model with Error in Covariates
    Zhang, Xiaolei
    Chen, Jin
    Li, Qi
    [J]. AXIOMS, 2024, 13 (05)
  • [5] A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model
    Zhao, Zhi-Wen
    Wang, De-Hui
    Peng, Cui-Xin
    Bi, Li
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (04) : 2002 - 2006
  • [6] Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model
    Sun, Yanqing
    Zhang, Yuanqing
    Huang, Jianhua Z.
    [J]. ECONOMETRICS AND STATISTICS, 2019, 9 : 140 - 155
  • [7] Efficient Estimation in a Semiparametric Autoregressive Model
    Anton Schick
    [J]. Statistical Inference for Stochastic Processes, 1999, 2 (1) : 69 - 98
  • [8] Least squares estimation in a simple random coefficient autoregressive model
    Johansen, Soren
    Lange, Theis
    [J]. JOURNAL OF ECONOMETRICS, 2013, 177 (02) : 285 - 288
  • [9] Estimation in random coefficient autoregressive models
    Aue, A
    Horváth, L
    Steinebach, J
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2006, 27 (01) : 61 - 76
  • [10] Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
    Malikov, Emir
    Sun, Yiguo
    [J]. JOURNAL OF ECONOMETRICS, 2017, 199 (01) : 12 - 34
12345