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Volumn 77, Issue 1, 1999, Pages 89-101

Prediction via estimating functions

Author keywords

Estimating functions; Least absolute deviation; Minimum mean squares; Recursive prediction; Stable distributions

Indexed keywords


EID: 0005723510     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(98)00179-7     Document Type: Article
Times cited : (24)

References (16)
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    • On the prediction for nonlinear time series models using estimating functions
    • In: Basawa et al. (Eds.)
    • Abraham, B., Thavaneswaran, A., Peiris, S., 1998. On the prediction for nonlinear time series models using estimating functions. In: Basawa et al. (Eds.), IMS selected Proc. of the Symp. on Estimating Functions, vol. 32, pp. 259-268.
    • (1998) IMS Selected Proc. of the Symp. on Estimating Functions , vol.32 , pp. 259-268
    • Abraham, B.1    Thavaneswaran, A.2    Peiris, S.3
  • 4
    • 0000734580 scopus 로고
    • Dynamic modelling and peanalized likelihood estimation for discrete time survival data
    • Fahrmeir L. Dynamic modelling and peanalized likelihood estimation for discrete time survival data. Biometrika. 81:1994;317-330.
    • (1994) Biometrika , vol.81 , pp. 317-330
    • Fahrmeir, L.1
  • 5
    • 84972487798 scopus 로고
    • Applications of the van trees inequality: A Bayesian Cramer-Rao bound
    • Gill, R., Levit, 1995. Applications of the van trees inequality: a Bayesian Cramer-Rao bound. Bernoulli 1, 59-79.
    • (1995) Bernoulli , vol.1 , pp. 59-79
    • Gill, R.1    Levit2
  • 6
    • 85034132884 scopus 로고    scopus 로고
    • Linear Bayes and optimal estimation
    • to appear
    • Godambe, V.P., 1998. Linear Bayes and optimal estimation. Ann. Inst. Statist. Math., to appear.
    • (1998) Ann. Inst. Statist. Math.
    • Godambe, V.P.1
  • 7
    • 0000454371 scopus 로고
    • An optimum property of regular maximum likelihood equation
    • Godambe V.P. An optimum property of regular maximum likelihood equation. Ann. Math. Statist. 31:1960;1208-1211.
    • (1960) Ann. Math. Statist. , vol.31 , pp. 1208-1211
    • Godambe, V.P.1
  • 10
    • 0000000991 scopus 로고
    • On limit theorems for quadratic functions of discrete time series
    • Hannan E.J., Heyde C.C. On limit theorems for quadratic functions of discrete time series. Ann. Math. Statist. 43:1972;2058-2066.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 2058-2066
    • Hannan, E.J.1    Heyde, C.C.2
  • 12
    • 0001210184 scopus 로고
    • On combining quasi-likelihood estimating functions
    • Heyde C.C. On combining quasi-likelihood estimating functions. Stochastic Process. Appl. 25:1987;281-287.
    • (1987) Stochastic Process. Appl. , vol.25 , pp. 281-287
    • Heyde, C.C.1
  • 13
    • 0003210763 scopus 로고
    • Random Coefficient Autoregressive Models: An Introduction
    • Springer, New York
    • Nicholls, D.F., Quinn, B.G., 1982. Random Coefficient Autoregressive Models: An Introduction. Lecture Notes in Statistics, vol. 11. Springer, New York.
    • (1982) Lecture Notes in Statistics , vol.11
    • Nicholls, D.F.1    Quinn, B.G.2
  • 14
    • 84981440477 scopus 로고
    • Estimation of nonlinear time series models using estimating equations
    • Thavaneswaran A., Abraham B. Estimation of nonlinear time series models using estimating equations. J. Time Series Anal. 9:1988;99-108.
    • (1988) J. Time Series Anal. , vol.9 , pp. 99-108
    • Thavaneswaran, A.1    Abraham, B.2
  • 15
    • 0041660662 scopus 로고    scopus 로고
    • A note on filtering for long memory processes
    • In: Mittnik, S., Rachevs, S.T. (Eds.), to appear
    • Thavaneswaran, A., Heyde, C.C., 1997. A note on filtering for long memory processes. In: Mittnik, S., Rachevs, S.T. (Eds.), Modeling in Finance, to appear.
    • (1997) Modeling in Finance
    • Thavaneswaran, A.1    Heyde, C.C.2
  • 16
    • 0001653873 scopus 로고
    • Regression analysis with censored autocorrelated data
    • Zeger L., Brookmeyer R. Regression analysis with censored autocorrelated data. J. Amer. Statist. Assoc. 81:1986;722-729.
    • (1986) J. Amer. Statist. Assoc. , vol.81 , pp. 722-729
    • Zeger, L.1    Brookmeyer, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.