Limit distributions for linear programming time series estimators
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Victor Chernozhukov, 2005. "Extremal quantile regression," Papers math/0505639, arXiv.org.
- Brown, Tim C. & Feigin, Paul D. & Pallant, Diana L., 1996. "Estimation for a class of positive nonlinear time series models," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 139-152, November.
- Jana Jurečková & Hira Koul & Jan Picek, 2009. "Testing the tail index in autoregressive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 579-598, September.
- Preve, Daniel, 2015.
"Linear programming-based estimators in nonnegative autoregression,"
Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 225-234.
- Daniel Preve, "undated". "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series GRU_2016_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Preve, Daniel & Medeiros, Marcelo C., 2011.
"Linear programming-based estimators in simple linear regression,"
Journal of Econometrics, Elsevier, vol. 165(1), pages 128-136.
- Daniel Preve & Marcelo Cunha Medeiros, 2010. "Linear Programming-Based Estimators in Simple Linear Regression," Textos para discussão 567, Department of Economics PUC-Rio (Brazil).
- Victor Chernozhukov & Iván Fernández-Val, 2011.
"Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 559-589.
- Victor Chernozhukov & Ivan Fernandez-Val, 2009. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," Papers 0912.5013, arXiv.org.
- Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Inference for extremal conditional quantile models, with an application to market and birthweight risks," CeMMAP working papers CWP40/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:aaa:journl:v:3:y:1999:i:1:p:87-100 is not listed on IDEAS
- Shu, Yin & Feng, Qianmei & Liu, Hao, 2019. "Using degradation-with-jump measures to estimate life characteristics of lithium-ion battery," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
- Allen, Michael R. & Datta, Somnath, 1999. "Estimation of the index parameter for autoregressive data using the estimated innovations," Statistics & Probability Letters, Elsevier, vol. 41(3), pages 315-324, February.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2019. "Nonparametric intermediate order regression quantiles," STICERD - Econometrics Paper Series 608, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Knight, Keith, 2003. "Asymptotic theory for M-estimators of boundaries," SFB 373 Discussion Papers 2003,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
More about this item
Keywords
Poisson processes Linear programming Autoregressive processes Parameter estimation Weak convergence Consistency Time series analysis;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:51:y:1994:i:1:p:135-165. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.