Communications for Statistical Applications and Methods

  • 제7권3호
  • /
  • Pages.731-739
  • /
  • 2000
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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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)
  • 발행 : 2000.12.01
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초록

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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참고문헌

  1. Journal of Time Series Analysis v.9 no.4 On the existence of the stationary and ergodic NEAR(p) model Chan, Kungsik
  2. 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.
  3. 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.
  4. Adv. Appl. Prob. v.13 A new autoregressive time series model in exponential variables (NEAR(1) Lawrance, A.J.;Lewis, P.A.W.
  5. 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.
  6. Random coefficient Autoregressive Models : An Introduction Nicholls, D.F.;Quinn, B.F.