Keywords: اولیه، 62M10; primary, 62M10; secondary, 62P10Estimating function (EF); Non-ergodic EF; Random norm; Score
مقالات ISI اولیه، 62M10 (ترجمه نشده)
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Keywords: اولیه، 62M10; primary, 62M10; secondary, 62G10Piecewise polynomial trend; Long-range dependence; Local Whittle estimator
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62H12Single index hazard models; Empirical likelihood; B spline; Partial likelihood
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62P99Binomial thinning; Generalized power series distribution; Negative binomial thinning; Zero inflation; ZIMINAR(1) process
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62P10Asymptotic optimality; Non-stationary quasi-likelihood; Non-stationary ARCH; Branching Markov processes; Non-stationary random-coefficient AR
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12, 62J12Autocorrelation; Categorical data; Hidden Markov models; Latent process; Logistic regression; Multinomial regression; Nominal data; Prediction; Weak dependence
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62M20Conditional heteroscedasticity; Fractional integration; HAR model; High frequency data; Long-memory; Volatility forecasting
A simple GLS procedure for seasonal cointegration
Keywords: اولیه، 62M10; primary, 62M10; secondary, 91B84Seasonal error correction model; Seasonal unit root; Seasonal cointegrating rank
A simulation algorithm for non-causal VARMA processes
Keywords: اولیه، 62M10; primary, 62M10; secondary, 65C05VARMA processes; Non-causal processes; Stationary processes; Jordan decomposition
Monitoring test for stability of copula parameter in time series
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62L10Monitoring for stability; Sequential test; Copula parameter change; Cumulative sum of scores; Pseudo-maximum likelihood estimator; Strong mixing process
Two-step adaptive model selection for vector autoregressive processes
Keywords: اولیه، 62M10; primary, 62M10; secondary, 91B84VAR models; Lag order selection; Adaptive jump selection; Impulse response analysis
Weakly dependent chains with infinite memory
Keywords: اولیه، 62M10; primary, 62M10; secondary, 91B62, 60K35, 60K99, 60F05, 60F99Time series; Weak dependence; Central limit theorems; Uniform laws of large numbers; Strong invariance principles
Corrected portmanteau tests for VAR models with time-varying variance
Keywords: اولیه، 62M10; primary, 62M10; secondary, 91B84VAR model; Unconditionally heteroscedastic errors; Residual autocorrelations; Portmanteau tests
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12, 91B84
Parameter estimation in a spatial unilateral unit root autoregressive model
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12Spatial unilateral autoregressive processes; Unit root models
Log-linear Poisson autoregression
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12Autocorrelation; Covariates; Ergodicity; Generalized linear models; Perturbation; Prediction; Stationarity; Volatility
Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations
Keywords: اولیه، 62M10; primary, 62M10
A note on the Jarque–Bera normality test for GARCH innovations
Keywords: اولیه، 62M10; primary, 62M10; secondary, 91B84Normality test; GARCH models; JB test; Residual based test; Skewness; Kurtosis
Trimmed portmanteau test for linear processes with infinite variance
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12Model check test; Diagnostic test; Portmanteau test; Linear process with infinite variance; Trimming method; Asymptotic distribution
Periodic stationarity of random coefficient periodic autoregressions
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62M05
Persistent-threshold-GARCH processes: Model and application
Keywords: اولیه، 62M10; primary, 62M10
On stationarity and ββ-mixing of periodic bilinear processes
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62M05
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12Autoregressive model; Asymptotic normality; Martingale central limit theorem
Estimation of autoregressive models with epsilon-skew-normal innovations
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62F12Non-Gaussian time series; Autoregression; Maximum likelihood estimation; Skewness; Skew-normal distribution
On the existence of higher-order moments of periodic GARCH models
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62M04
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
Keywords: اولیه، 62M10; primary, 62M10; secondary, 62H10
Rescaled range analysis in the presence of stochastic trend
Keywords: اولیه، 62M10; primary, 62M10; secondary, 91B70Compound Poisson process; Long memory; Long-range dependence; Rescaled range analysis; Rescaled variance analysis; R/SR/S statistic; Stochastic trend; V/SV/S statistic