Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors

S.Y. Hwang; S. Kim; S.D. Lee; I.V. Basawa

doi:10.1016/j.spl.2007.02.010

Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors

Statistics & Probability Letters ◽

10.1016/j.spl.2007.02.010 ◽

2007 ◽

Vol 77 (13) ◽

pp. 1439-1448 ◽

Cited By ~ 7

Author(s):

S.Y. Hwang ◽

S. Kim ◽

S.D. Lee ◽

I.V. Basawa

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Heteroscedastic Errors ◽

Generalized Least Squares Estimation

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Bilevel Generalized Least Squares Estimation of Dynamic Origin–Destination Matrix for Urban Network with Probe Vehicle Data

Transportation Research Record Journal of the Transportation Research Board ◽

10.3141/2333-08 ◽

2013 ◽

Vol 2333 (1) ◽

pp. 66-73 ◽

Cited By ~ 9

Author(s):

Peng Cao ◽

Tomio Miwa ◽

Toshiyuki Yamamoto ◽

Takayuki Morikawa

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Urban Network ◽

Probe Vehicle ◽

Vehicle Data ◽

Generalized Least Squares Estimation

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A generalized least squares estimation method for VARMA models

Statistics ◽

10.1080/02331880213193 ◽

2002 ◽

Vol 36 (4) ◽

pp. 303-316 ◽

Cited By ~ 6

Author(s):

Rafael Flores De Frutos ◽

Gregorio Serrano

Keyword(s):

Least Squares ◽

Estimation Method ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Generalized Least Squares Estimation

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Feasible Generalized Least Squares Estimation of Channel and Noise Covariance Matrices for MIMO Systems

Canadian Journal of Electrical and Computer Engineering ◽

10.1109/cjece.2015.2436054 ◽

2016 ◽

Vol 39 (1) ◽

pp. 42-50 ◽

Cited By ~ 2

Author(s):

Mohamed Lassaad Ammari ◽

Paul Fortier ◽

Mohamad El Khaled

Keyword(s):

Least Squares ◽

Mimo Systems ◽

Generalized Least Squares ◽

Covariance Matrices ◽

Least Squares Estimation ◽

Noise Covariance ◽

Generalized Least Squares Estimation

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Restricted unbiased iterative generalized least-squares estimation

Biometrika ◽

10.1093/biomet/76.3.622 ◽

1989 ◽

Vol 76 (3) ◽

pp. 622-623 ◽

Cited By ~ 79

Author(s):

HARVEY GOLDSTEIN

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Generalized Least Squares Estimation

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A generalized least squares estimation method for the autoregressive conditional duration model

Statistical Papers ◽

10.1007/s00362-016-0830-3 ◽

2016 ◽

Vol 60 (1) ◽

pp. 123-146 ◽

Cited By ~ 2

Author(s):

Wanbo Lu ◽

Rui Ke

Keyword(s):

Least Squares ◽

Estimation Method ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Duration Model ◽

Generalized Least Squares Estimation ◽

Autoregressive Conditional Duration ◽

Autoregressive Conditional Duration Model

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Goodness of Fit in Generalized Least Squares Estimation

The American Statistician ◽

10.2307/2683631 ◽

1973 ◽

Vol 27 (3) ◽

pp. 106 ◽

Cited By ~ 55

Author(s):

A. Buse

Keyword(s):

Least Squares ◽

Goodness Of Fit ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Generalized Least Squares Estimation

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Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models

Journal of Business and Economic Statistics ◽

10.1198/jbes.2009.08106 ◽

2010 ◽

Vol 28 (3) ◽

pp. 410-422 ◽

Cited By ~ 6

Author(s):

Robert F. Phillips

Keyword(s):

Panel Data ◽

Least Squares ◽

Generalized Least Squares ◽

Dynamic Panel Data ◽

Data Models ◽

Least Squares Estimation ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Generalized Least Squares Estimation

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SLOPE-RANGE AND GENERALIZED LEAST SQUARES: ESTIMATION OF THE STRUCTURAL RELATIONSHIP WITH REPLICATED OBSERVATIONS, UNEQUAL MEANS AND VARIANCES

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss1995.25.57 ◽

1995 ◽

Vol 25 (1) ◽

pp. 57-70

Author(s):

Yoshiko Isogawa

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Structural Relationship ◽

Replicated Observations ◽

Generalized Least Squares Estimation

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A real-time generalized least squares estimation method for identification of linear systems

IFAC Proceedings Volumes ◽

10.1016/b978-0-08-022010-9.50054-2 ◽

1977 ◽

Vol 10 (6) ◽

pp. 379-384 ◽

Cited By ~ 1

Author(s):

Ph. De Larminat ◽

C. Doncarli

Keyword(s):

Least Squares ◽

Real Time ◽

Linear Systems ◽

Estimation Method ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Generalized Least Squares Estimation

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Goodness of Fit in Generalized Least Squares Estimation

The American Statistician ◽

10.1080/00031305.1973.10479003 ◽

1973 ◽

Vol 27 (3) ◽

pp. 106-108 ◽

Cited By ~ 15

Author(s):

A. Buse

Keyword(s):

Least Squares ◽

Goodness Of Fit ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Generalized Least Squares Estimation

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