Estimating Functions for Nonlinear Time Series Models
Year of publication: |
2001
|
---|---|
Authors: | Chandra, S. ; Taniguchi, Masanobu |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 125-141
|
Publisher: |
Springer |
Subject: | Nonlinear time series models | random coefficient autoregressive models | autoregressive conditional heteroskedasticity models | conditional least squares estimator | estimating function | classical moment estimator | asymptotic optimality |
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