On some nonlinear time series models and the least absolute deviation estimation
- 李國棟
- Li, Guodong
DOIAbstract
published_or_final_versionabstractStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionabstractStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
We consider the estimation and identification of the components ~endogenous and exogenous! of additi...
SIGLEAvailable from British Library Lending Division - LD:8318.17142(SSRC-H--00/23/0007) / BLDSC - B...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
abstractpublished_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
published_or_final_versionabstracttocStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
AbstractA general framework for analyzing estimates in nonlinear time series is developed. General c...
Least absolute deviation estimation for fractionally integrated autoregressive moving average time s...
This paper extends the concept of regression and autoregression quantiles and rank scores to a very ...
The thesis studies nonlinear nonparametric models used in time series analy- sis. It gives basic int...
Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticn...
published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
The recent paper by Peng & Yao (2003) gave an interesting extension of least absolute deviation esti...
SIGLEAvailable from British Library Document Supply Centre-DSC:98/02265 / BLDSC - British Library Do...
We consider the estimation and identification of the components ~endogenous and exogenous! of additi...
SIGLEAvailable from British Library Lending Division - LD:8318.17142(SSRC-H--00/23/0007) / BLDSC - B...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
abstractpublished_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
published_or_final_versionabstracttocStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
AbstractA general framework for analyzing estimates in nonlinear time series is developed. General c...
Least absolute deviation estimation for fractionally integrated autoregressive moving average time s...
This paper extends the concept of regression and autoregression quantiles and rank scores to a very ...
The thesis studies nonlinear nonparametric models used in time series analy- sis. It gives basic int...
Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticn...
published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
The recent paper by Peng & Yao (2003) gave an interesting extension of least absolute deviation esti...
SIGLEAvailable from British Library Document Supply Centre-DSC:98/02265 / BLDSC - British Library Do...
We consider the estimation and identification of the components ~endogenous and exogenous! of additi...
SIGLEAvailable from British Library Lending Division - LD:8318.17142(SSRC-H--00/23/0007) / BLDSC - B...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
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