Random Coefficient Autoregressive Model; Quasi-Maximum Likelihood; Consistency - Articles

The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulation and Esimation (Articles)

Pham Van Khanh

Open Journal of Statistics Vol.2 No.5，December 19, 2012

DOI: 10.4236/ojs.2012.25064 4,769 Downloads 7,164 Views Citations
Composite Likelihood for Bilinear GARCH Model (Articles)

Abdelhalim Bouchemella, Fatima Zahra Benmostefa

Applied Mathematics Vol.5 No.15，August 14, 2014

DOI: 10.4236/am.2014.515225 4,539 Downloads 5,657 Views Citations
Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect (Articles)

Wanbin Li, Liugen Xue

Open Journal of Statistics Vol.3 No.6A，December 27, 2013

DOI: 10.4236/ojs.2013.36A006 3,711 Downloads 5,609 Views Citations
This article belongs to the Special Issue on Statistical Methods and Analysis
Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates (Articles)

Peixin Zhao

Open Journal of Applied Sciences Vol.3 No.1B1，July 11, 2013

DOI: 10.4236/ojapps.2013.31B1009 7,469 Downloads 8,924 Views Citations
Modified Maximum Likelihood Estimation in Autoregressive Processes with Generalized Exponential Innovations (Articles)

Bernardo Lagos-Álvarez, Guillermo Ferreira, Emilio Porcu

Open Journal of Statistics Vol.4 No.8，September 23, 2014

DOI: 10.4236/ojs.2014.48058 4,194 Downloads 5,623 Views Citations
This article belongs to the Special Issue on Parameter Estimation Research
An Alternative Estimation for Functional Coefficient ARCH-M Model (Articles)

Xingfa Zhang, Qiang Xiong

Theoretical Economics Letters Vol.6 No.4，July 28, 2016

DOI: 10.4236/tel.2016.64070 1,835 Downloads 2,895 Views Citations
This article belongs to the Special Issue on Advances in Econometrics
Smoothed Empirical Likelihood Inference for Nonlinear Quantile Regression Models with Missing Response (Articles)

Honghua Dong, Xiuli Wang

Open Journal of Applied Sciences Vol.13 No.6，June 29, 2023

DOI: 10.4236/ojapps.2023.136074 127 Downloads 494 Views Citations
Asymptotic Inference for the Weak Stationary Double AR(1) Model (Articles)

Fang Chang, Augustine C. M. Wong, Yanyan Wu

Open Journal of Statistics Vol.2 No.2，April 23, 2012

DOI: 10.4236/ojs.2012.22016 4,290 Downloads 7,295 Views Citations
Some Catch-at-Age Analysis Methods and Models Compared on Simulated Data (Articles)

Thorvaldur Gunnlaugsson

Open Journal of Marine Science Vol.2 No.1，January 17, 2012

DOI: 10.4236/ojms.2012.21003 3,693 Downloads 8,244 Views Citations
Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data (Articles)

Rong Jiang, Wei-Min Qian

Open Journal of Statistics Vol.1 No.1，April 21, 2011

DOI: 10.4236/ojs.2011.11003 4,820 Downloads 9,490 Views Citations
Local Empirical Likelihood Diagnosis of Varying Coefficient Density-Ratio Models Based on Case-Control Data (Articles)

Shuling Wang, Lin Zheng, Jiangtao Dai

Open Journal of Statistics Vol.4 No.9，October 15, 2014

DOI: 10.4236/ojs.2014.49070 3,685 Downloads 4,610 Views Citations
Bootstrap Approaches to Autoregressive Model on Exchange Rates Currency (Articles)

Muhamad Safiih Lola, Anthea David, Nurul Hila Zainuddin

Open Journal of Statistics Vol.6 No.6，November 17, 2016

DOI: 10.4236/ojs.2016.66081 1,602 Downloads 3,380 Views Citations
Shrinkage Estimation in the Random Parameters Logit Model (Articles)

Tong Zeng, R. Carter Hill

Open Journal of Statistics Vol.6 No.4，August 23, 2016

DOI: 10.4236/ojs.2016.64056 2,487 Downloads 4,404 Views Citations
Fuzzy Varying Coefficient Bilinear Regression of Yield Series (Articles)

Ting He, Qiujun Lu

Journal of Data Analysis and Information Processing Vol.3 No.3，July 29, 2015

DOI: 10.4236/jdaip.2015.33006 3,358 Downloads 4,027 Views Citations
Comparison of the Sampling Efficiency in Spatial Autoregressive Model (Articles)

Yoshihiro Ohtsuka, Kazuhiko Kakamu

Open Journal of Statistics Vol.5 No.1，January 22, 2015

DOI: 10.4236/ojs.2015.51002 4,195 Downloads 5,559 Views Citations
This article belongs to the Special Issue on Spatial Statistics
Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes (Articles)

Rasaki Olawale Olanrewaju, Anthony Gichuhi Waititu, Lukman Abiodun Nafiu

Open Journal of Statistics Vol.11 No.5，October 19, 2021

DOI: 10.4236/ojs.2021.115051 273 Downloads 917 Views Citations
Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model (Articles)

Hui Li, Zhiqiang Cao

Open Journal of Statistics Vol.13 No.4，August 11, 2023

DOI: 10.4236/ojs.2023.134026 161 Downloads 818 Views Citations
This article belongs to the Special Issue on Applied Statistics
An Analysis of the Determinants of Maize Import Volumes in Kenya (Articles)

Maurine Adhiambo Abodi, Isaac Maina Kariuki, Gideon Aiko Obare

Theoretical Economics Letters Vol.11 No.2，April 16, 2021

DOI: 10.4236/tel.2021.112022 827 Downloads 2,493 Views Citations
Modeling GDP Using Autoregressive Integrated Moving Average (ARIMA) Model: A Systematic Review (Articles)

Benard Muma, Austin Karoki

Open Access Library Journal Vol.9 No.4，April 12, 2022

DOI: 10.4236/oalib.1108355 500 Downloads 3,835 Views Citations
Endogeneity Effect on AR (1) Models in Small Samples (Articles)

Yakubu Dekongmene Kanyir, John O. Olaomi, Albert Luguterah

Modern Economy Vol.13 No.9，September 21, 2022

DOI: 10.4236/me.2022.139063 164 Downloads 834 Views Citations

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