A BOUND FOR ESTIMATION IN NONLINEAR TIME-SERIES MODELS BY INDEPENDENCE TESTING METHODS

被引：0

|

作者：

FEUERVERGER, A

机构：

来源：

STATISTICS & PROBABILITY LETTERS | 1988年 / 6卷 / 04期

关键词：

D O I：

10.1016/0167-7152(88)90067-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：237 / 241

页数：5

相关论文

共 50 条

[1] ESTIMATION IN NONLINEAR TIME-SERIES MODELS
TJOSTHEIM, D
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 21 (02) : 251 - 273
[2] ESTIMATION OF MULTIVARIATE NONLINEAR TIME-SERIES MODELS
THAVANESWARAN, A
ABRAHAM, B
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1991, 29 (03) : 351 - 363
[3] Efficient estimation in nonlinear autoregressive time-series models
Koul, HL
Schick, A
[J]. BERNOULLI, 1997, 3 (03) : 247 - 277
[4] COMPARISON OF ESTIMATION METHODS FOR VECTOR LINEAR TIME-SERIES MODELS
NICHOLLS, DF
[J]. BIOMETRIKA, 1977, 64 (01) : 85 - 90
[5] ESTIMATION AND TESTING IN TIME-SERIES REGRESSION-MODELS WITH HETEROSCEDASTIC DISTURBANCES
CRAGG, JG
[J]. JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 135 - 157
[6] ESTIMATION OF THE PARAMETERS OF LINEAR TIME-SERIES MODELS SUBJECT TO NONLINEAR RESTRICTIONS
NAGARAJ, NK
FULLER, WA
[J]. ANNALS OF STATISTICS, 1991, 19 (03): : 1143 - 1154
[7] ON SELECTING MODELS FOR NONLINEAR TIME-SERIES
JUDD, K
MEES, A
[J]. PHYSICA D, 1995, 82 (04): : 426 - 444
[8] NONLINEAR MODELS IN TIME-SERIES ANALYSIS
PRIESTLEY, MB
[J]. STATISTICIAN, 1978, 27 (3-4): : 159 - 176
[9] Time-series models for nonlinear systems
Hollkamp, Joseph J.
Batill, Stephen M.
[J]. Journal of Aerospace Engineering, 1990, 3 (04) : 271 - 284
[10] INVERTIBILITY OF NONLINEAR TIME-SERIES MODELS
DEGOOIJER, JG
BRANNAS, K
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (11) : 2701 - 2714

← 1 2 3 4 5 →