Nonparametric estimation for some nonlinear models
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References listed on IDEAS
- A. Thavaneswaran & B. Abraham, 1988. "Estimation For Non‐Linear Time Series Models Using Estimating Equations," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(1), pages 99-108, January.
- Tjøstheim, Dag, 1986. "Estimation in nonlinear time series models," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 251-273, February.
- A. Thavaneswaran & Jagbir Singh, 1993. "A note on smoothed estimating functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 721-729, December.
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- Thavaneswaran, A. & Peiris, Shelton, 1998. "Hypothesis testing for some time-series models: a power comparison," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 151-156, June.
- Allen, David & Ng, K.H. & Peiris, Shelton, 2013. "Estimating and simulating Weibull models of risk or price durations: An application to ACD models," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 214-225.
- Thavaneswaran, A. & Peiris, Shelton, 2003. "Generalized smoothed estimating functions for nonlinear time series," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 51-56, October.
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Keywords
Nonlinear Nonparametric Estimation Estimating function Autoregressive Random coefficient Kernel;Statistics
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