Nonlinear least squares estimation of the periodic EXPAR(1) model. Issue 15 (30th June 2022)
- Record Type:
- Journal Article
- Title:
- Nonlinear least squares estimation of the periodic EXPAR(1) model. Issue 15 (30th June 2022)
- Main Title:
- Nonlinear least squares estimation of the periodic EXPAR(1) model
- Authors:
- Becila, S.
Merzougui, M. - Abstract:
- Abstract: In this paper, we study the strong consistency and asymptotic normality properties of nonlinear least squares (NLS) estimator of the periodic EXPAR ( 1 ) model. The general statistical literature on estimation of nonlinear models of Gallant and White is used. Simulation study and one real example are given to assess the performance of this NLS.
- Is Part Of:
- Communications in statistics. Volume 51:Issue 15(2022)
- Journal:
- Communications in statistics
- Issue:
- Volume 51:Issue 15(2022)
- Issue Display:
- Volume 51, Issue 15 (2022)
- Year:
- 2022
- Volume:
- 51
- Issue:
- 15
- Issue Sort Value:
- 2022-0051-0015-0000
- Page Start:
- 5369
- Page End:
- 5381
- Publication Date:
- 2022-06-30
- Subjects:
- Nonlinear time series -- periodic exponential autoregressive model -- nonlinear least squares -- asymptotic normality -- consistency
62F12 -- 62M10
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2020.1839099 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 22352.xml