Matches in SemOpenAlex for { <https://semopenalex.org/work/W2082068183> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2082068183 abstract "Abstract Estimating functions have been shown to be convenient to study inference for nonlinear time series models. One such model is the recently proposed Random Coefficient Autoregressive (RCA) model with Generalized Autoregressive Heteroscedasticity (GARCH) errors ( Thavaneswaran et al., 2009 ). We derive the martingale estimating functions for the joint estimation of the conditional mean and variance parameters and we show the information gain relative to conditional least square estimation." @default.
- W2082068183 created "2016-06-24" @default.
- W2082068183 creator A5000035670 @default.
- W2082068183 creator A5038922150 @default.
- W2082068183 creator A5043885890 @default.
- W2082068183 date "2012-12-01" @default.
- W2082068183 modified "2023-09-27" @default.
- W2082068183 title "Inference for random coefficient volatility models" @default.
- W2082068183 cites W1555028469 @default.
- W2082068183 cites W1973809332 @default.
- W2082068183 cites W1977481190 @default.
- W2082068183 cites W1988159358 @default.
- W2082068183 cites W2030895905 @default.
- W2082068183 cites W2040723055 @default.
- W2082068183 cites W2067188358 @default.
- W2082068183 cites W2106285054 @default.
- W2082068183 cites W2481621676 @default.
- W2082068183 cites W3099573573 @default.
- W2082068183 doi "https://doi.org/10.1016/j.spl.2012.07.008" @default.
- W2082068183 hasPublicationYear "2012" @default.
- W2082068183 type Work @default.
- W2082068183 sameAs 2082068183 @default.
- W2082068183 citedByCount "4" @default.
- W2082068183 countsByYear W20820681832014 @default.
- W2082068183 countsByYear W20820681832016 @default.
- W2082068183 countsByYear W20820681832021 @default.
- W2082068183 crossrefType "journal-article" @default.
- W2082068183 hasAuthorship W2082068183A5000035670 @default.
- W2082068183 hasAuthorship W2082068183A5038922150 @default.
- W2082068183 hasAuthorship W2082068183A5043885890 @default.
- W2082068183 hasConcept C101104100 @default.
- W2082068183 hasConcept C105795698 @default.
- W2082068183 hasConcept C149782125 @default.
- W2082068183 hasConcept C154945302 @default.
- W2082068183 hasConcept C159877910 @default.
- W2082068183 hasConcept C186215838 @default.
- W2082068183 hasConcept C21430997 @default.
- W2082068183 hasConcept C23922673 @default.
- W2082068183 hasConcept C2776214188 @default.
- W2082068183 hasConcept C28826006 @default.
- W2082068183 hasConcept C33923547 @default.
- W2082068183 hasConcept C41008148 @default.
- W2082068183 hasConcept C48406656 @default.
- W2082068183 hasConcept C85393063 @default.
- W2082068183 hasConcept C91602232 @default.
- W2082068183 hasConceptScore W2082068183C101104100 @default.
- W2082068183 hasConceptScore W2082068183C105795698 @default.
- W2082068183 hasConceptScore W2082068183C149782125 @default.
- W2082068183 hasConceptScore W2082068183C154945302 @default.
- W2082068183 hasConceptScore W2082068183C159877910 @default.
- W2082068183 hasConceptScore W2082068183C186215838 @default.
- W2082068183 hasConceptScore W2082068183C21430997 @default.
- W2082068183 hasConceptScore W2082068183C23922673 @default.
- W2082068183 hasConceptScore W2082068183C2776214188 @default.
- W2082068183 hasConceptScore W2082068183C28826006 @default.
- W2082068183 hasConceptScore W2082068183C33923547 @default.
- W2082068183 hasConceptScore W2082068183C41008148 @default.
- W2082068183 hasConceptScore W2082068183C48406656 @default.
- W2082068183 hasConceptScore W2082068183C85393063 @default.
- W2082068183 hasConceptScore W2082068183C91602232 @default.
- W2082068183 hasLocation W20820681831 @default.
- W2082068183 hasOpenAccess W2082068183 @default.
- W2082068183 hasPrimaryLocation W20820681831 @default.
- W2082068183 hasRelatedWork W1504500418 @default.
- W2082068183 hasRelatedWork W1959438468 @default.
- W2082068183 hasRelatedWork W1997162779 @default.
- W2082068183 hasRelatedWork W2011090480 @default.
- W2082068183 hasRelatedWork W2132324993 @default.
- W2082068183 hasRelatedWork W2152568397 @default.
- W2082068183 hasRelatedWork W2171985109 @default.
- W2082068183 hasRelatedWork W2242179774 @default.
- W2082068183 hasRelatedWork W2351721083 @default.
- W2082068183 hasRelatedWork W2566645609 @default.
- W2082068183 hasRelatedWork W2770907293 @default.
- W2082068183 hasRelatedWork W2791759957 @default.
- W2082068183 hasRelatedWork W2807493585 @default.
- W2082068183 hasRelatedWork W2981148261 @default.
- W2082068183 hasRelatedWork W3014730884 @default.
- W2082068183 hasRelatedWork W3015012389 @default.
- W2082068183 hasRelatedWork W3125594251 @default.
- W2082068183 hasRelatedWork W3139335947 @default.
- W2082068183 hasRelatedWork W3142755949 @default.
- W2082068183 hasRelatedWork W2356529172 @default.
- W2082068183 isParatext "false" @default.
- W2082068183 isRetracted "false" @default.
- W2082068183 magId "2082068183" @default.
- W2082068183 workType "article" @default.