Communications for Statistical Applications and Methods
- Volume 7 Issue 3
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- Pages.731-739
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- 2000
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- 2287-7843(pISSN)
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- 2383-4757(eISSN)
Conditional Least Squares Estimators of the Parameters of the NLAR(p) Time Series Model
- Kim, Won-Kyung (Department of Mathematics Education, Korea National University of Education)
- Published : 2000.12.01
Abstract
Conditional least square estimators for the parameters of he NLAR(p) time series models are obtained. it is also shown that these estimators are consistent and asymptotically normal.
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References
- Journal of Time Series Analysis v.9 no.4 On the existence of the stationary and ergodic NEAR(p) model Chan, Kungsik
- IEEE Trans. on Information Theory v.IT-31 no.5 A new Laplace second-order autoregressive time series model -NLAR(2) Dewald, L.S.;Lewis, P.A.W.
- Journal of the Korean Statistical Scoity v.26 no.4 Existence Condition for the Stationary Ergodic New Laplace Autoregressive Model of Order p. Kim, W.K.;Billard, L.
- Adv. Appl. Prob. v.13 A new autoregressive time series model in exponential variables (NEAR(1) Lawrance, A.J.;Lewis, P.A.W.
- J.R. Statist. Soc. Ser. B. v.47 no.2 Modelling and residual analysis of non-linear autoregressive time series in exponential variables (with discussions) Lawrance, A.J.;Lewis, P.A.W.
- Random coefficient Autoregressive Models : An Introduction Nicholls, D.F.;Quinn, B.F.