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Journal of the American Statistical Association Volume 110, 2015 - Issue 511
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Theory and Methods

Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals

Tianhao WangView further author information
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Yingcun XiaView further author information
Pages 1083-1099 | Received 01 Dec 2013, Published online: 07 Nov 2015

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Lei Huang, Hui Jiang & Haitao Tian. (2019) The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors. Communications in Statistics - Theory and Methods 48:3, pages 549-558.
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Articles from other publishers (5)

Yanqin Fan, Fang Han & Hyeonseok Park. (2023) Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. Journal of Econometrics 237:1, pages 105513.
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Honglei Wei, Hongfan Zhang, Hui Jiang & Lei Huang. (2022) On the semi-varying coefficient dynamic panel data model with autocorrelated errors. Computational Statistics & Data Analysis 173, pages 107458.
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Lei Huang, Hui Jiang & Huixia Wang. (2019) A novel partial-linear single-index model for time series data. Computational Statistics & Data Analysis 134, pages 110-122.
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Morteza Amini & Mahdi Roozbeh. (2018) Improving the prediction performance of the LASSO by subtracting the additive structural noises. Computational Statistics 34:1, pages 415-432.
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Huang Lei, Yingcun Xia & Xu Qin. (2016) Estimation of semivarying coefficient time series models with ARMA errors. The Annals of Statistics 44:4.
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