A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10260-022-00671-0.pdf
Reference39 articles.
1. Aue A, Horváth L, Steinebach J (2006) Estimation in random coefficient autoregressive models. J. Time Series Anal. 27:61–76
2. Berkes I, Horváth L, Ling S (2009) Estimation in nonstationary random coefficient autoregressive models. J. Time Series Anal. 30:395–416
3. Billingsley P (1961) Stat Infer Markov Process. The University of Chicago Press, Chicago
4. Chen J, Wang D (2020) Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood. Communicat Stat - Simulat Comput. https://doi.org/10.1080/03610918.2020.1855445
5. Chen X, Mao L (2020) Penalized empirical likelihood for partially linear errors-in-variables models. Adv Stat Anal 104:597–623
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