Author of the publication

Asymptotic optimal inference for a class of nonlinear time series models

, and . Stochastic Processes and their Applications, 46 (1): 91--113 (May 1993)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Sequential estimation for dependent observations with an application to non-standard autoregressive processes, , and . Stochastic Processes and their Applications, 35 (1): 149--168 (June 1990)Maximum Likelihood Estimation for a First-Order Bifurcating Autoregressive Process with Exponential Errors, and . Journal of Time Series Analysis, 26 (6): 825--842 (305 11 2005)doi: 10.1111/j.1467-9892.2005.00440.x.Estimation of unobserved counts from partially observed multinomial distributions, and . Statistics & Probability Letters, 34 (3): 237--243 (Jun 16, 1997)Parameter estimation in a stationary autoregressive process with correlated multiple observations, and . Journal of Statistical Planning and Inference, 39 (2): 137--154 (Apr 15, 1994)Asymptotically minimax tests of composite hypotheses for nonergodic type processes, and . Stochastic Processes and their Applications, 14 (1): 41--54 (January 1983)Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation, and . Journal of Time Series Analysis, 26 (6): 807--824 (305 11 2005)doi: 10.1111/j.1467-9892.2005.00432.x.Large sample inference for a multivariate linear model with autocorrelated errors, and . Journal of Statistical Planning and Inference, 41 (2): 187--204 (September 1994)The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence, and . Statistics & Probability Letters, 31 (4): 285--293 (Feb 1, 1997)Empirical Bayes prediction for a mixed linear model with autoregressive errors, and . Statistics & Probability Letters, 29 (1): 1--7 (Aug 15, 1996)Asymptotic optimal inference for a class of nonlinear time series models, and . Stochastic Processes and their Applications, 46 (1): 91--113 (May 1993)