On Least Squares Estimation for Stable Nonlinear AR Processes
Year of publication: |
2000
|
---|---|
Authors: | Yao, Jian-Feng |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 2, p. 316-331
|
Publisher: |
Springer |
Subject: | Nonlinear AR process | least squares estimation | law of the iterated logarithm | model selection | multilayer perception |
-
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
PREMINGER, Arie, (2006)
-
A GARCH (1,1) ESTIMATOR WITH (ALMOST) NO MOMENT CONDITIONS ON THE ERROR TERM
Preminger, Arie, (2006)
-
Least squares estimation of large dimensional threshold factor models
Massacci, Daniele, (2017)
- More ...
-
Self-Excited Threshold Poisson Autoregression
Wang, Chao, (2014)
-
Estimation - On least squares estimation for stable nonlinear AR processes
Yao, Jian-Feng, (2000)
-
Multi-parameter automodels and their applications
Hardouin, Cécile, (2008)
- More ...