✦ LIBER ✦

On Residual Variance Estimation in Autoregressive Models

✍ Scribed by Raul P. Mentz; Pedro A. Morettin; Clélia Toloi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Variance estimation in nonlinear autoreg

✍ Fuxia Cheng 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 129 KB

On Nonparametric Residual Variance Estim

✍ Elia Liitiäinen; Francesco Corona; Amaury Lendasse 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 220 KB

Maximum likelihood estimation for contin

✍ Alain Le Breton; Dinh Tuan Pham 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 667 KB

Estimating the Density of the Residuals

✍ Eckhard Liebscher 📂 Article 📅 1999 🏛 Springer Netherlands 🌐 English ⚖ 91 KB

On convergence of LAD estimates in autor

✍ Hong-Zhi An; Zhao-guo Chen 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 387 KB

On parameter estimation of threshold aut

✍ Ngai Hang Chan; Yury A. Kutoyants 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 347 KB